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 and , 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