具无穷可分分布的稳定线性过程

Stable linear processes with infinitely divisible distribution

本文研究系统噪声服从无穷可分分布的稳定线性过程，在简单的条件下，证明了该过程的边沿分布是无穷可分的，并给出边沿分布函数的解析表达式．

In this paper are considered the stable linear processes whose system noise satisfies the infinitely divisible distribution.Under some simple conditions, the infinitely divisibility is proved for the marginal distribution of this linear processes, then the analytic expressions are obtained for the marginal distribution function.