English

Factorization property of generalized s-selfdecomposable measures and class $L^f$ distributions$^1$

Probability 2014-03-12 v2

Abstract

The method of \emph{random integral representation}, that is, the method of representing a given probability measure as the probability distribution of some random integral, was quite successful in the past few decades. In this note we will find such a representation for generalized s-selfdecomposable and selfdecomposable distributions that have the \emph{factorization property}. These are the classes U\bef\mathcal{U}^f_{\be} and LfL^f, respectively

Keywords

Cite

@article{arxiv.0812.2129,
  title  = {Factorization property of generalized s-selfdecomposable measures and class $L^f$ distributions$^1$},
  author = {Agnieszka Czyzewska-Jankowska and Zbigniew J. Jurek},
  journal= {arXiv preprint arXiv:0812.2129},
  year   = {2014}
}

Comments

11 pages

R2 v1 2026-06-21T11:50:48.533Z