Nested subclasses of the class of $\alpha$-selfdecomposable distributions
Probability
2010-06-08 v1
Abstract
A probability distribution on is selfdecomposable if its characteristic function , satisfies that for any , there exists an infinitely divisible distribution satisfying . This concept has been generalized to the concept of -selfdecomposability by many authors in the following way. Let . An infinitely divisible distribution on is -selfdecomposable, if for any , there exists an infinitely divisible distribution satisfying . By denoting the class of all -selfdecomposable distributions on by , we define in this paper a sequence of nested subclasses of , and investigate several properties of them by two ways. One is by using limit theorems and the other is by using mappings of infinitely divisible distributions.
Keywords
Cite
@article{arxiv.1006.1047,
title = {Nested subclasses of the class of $\alpha$-selfdecomposable distributions},
author = {Makoto Maejima and Yohei Ueda},
journal= {arXiv preprint arXiv:1006.1047},
year = {2010}
}