Background driving distribution functions and series representation for log-gamma selfdecomposable random variables
Probability
2022-05-23 v4
Abstract
For the selfdecomposable distributions (random variables) we identified background driving probability distributions in their random integral representations. For log-gamma and their background driving random variables series representations are found.
Keywords
Cite
@article{arxiv.1904.04160,
title = {Background driving distribution functions and series representation for log-gamma selfdecomposable random variables},
author = {Zbigniew J. Jurek},
journal= {arXiv preprint arXiv:1904.04160},
year = {2022}
}