Related papers: A New Factorization Property of the Selfdecomposab…
We prove that the convolution of a selfdecomposable distribution with its background driving law is again selfdecomposable if and only if the background driving law is s-selfdecomposable. We will refer to this as the factorization property…
We show that a conditional characteristic function of generalized L\'evy stochastic areas can be viewed as a product a selfdecomposable distribution (i.e., L\'evy class L distribution) and its background driving characteristic function.…
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…
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…
In the probability theory \emph{selfdecomposable, or class $L_0$ distributions} play an important role as they are limiting distributions of normalized partial sums of sequences of independent, not necessarily identically distributed,…
In the probability theory limit distributions (or probability measures) are often characterized by some convolution equations (factorization properties) rather than by Fourier transforms (the characteristic functionals). In fact, usually…
Many classical variables (statistics) are selfdecomposable. They admit the random integral representations via L\'evy processes. In this note are given formulas for their background driving distribution functions (BDDF). This may be used…
For $\,0<\alpha\le \infty$, new subclasses $\,\mathcal{U}^{<\alpha>}$ of the class $\,\mathcal{U}$, of s-selfdecomposable probability measures, are studied. They are described by random integrals, by their characteristic functions and their…
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…
A probability distribution $\mu$ on $\mathbb R ^d$ is selfdecomposable if its characteristic function $\widehat\mu(z), z\in\mathbb R ^d$, satisfies that for any $b>1$, there exists an infinitely divisible distribution $\rho_b$ satisfying…
In this note we identify the class of distributions for {Xn} that can generate a linear, additive, first order auto-regressive scheme that is marginally stationary as semi-selfdecomposable laws. We give a method to construct these…
In this paper, we provide the degree distribution of irreducible factors of the composed polynomial $f(L(x))$ over $\mathbb F_q$, where $f(x)\in \mathbb F_q[x]$ is irreducible and $L(x)\in \mathbb F_q[x]$ is a linearized polynomial. We…
A probability distribution is n-divisible if its nth convolution root exists. While modeling the dependence structure between several (re)insurance losses by an additive risk factor model, the infinite divisibility, that is the…
Inspirations for this paper can be traced to Urbanik (1972) where convolution semigroups of multiple decomposable distributions were introduced. In particular, the classical gamma $\mathbb{G}_t$ and $\log \mathbb{G}_t$, $t>0$ variables are…
In the present paper we study selfdecomposability of random fields, as defined directly rather than in terms of finite-dimensional distributions. The main tools in our analysis are the master L\'evy measure and the associated L\'evy-It\^o…
This paper studies new classes of infinitely divisible distributions on R^d. Firstly, the connecting classes with a continuous parameter between the Jurek class and the class of selfdecomposable distributions are revisited. Secondly, the…
Let F = F_p for any fixed prime p >= 2. An affine-invariant property is a property of functions on F^n that is closed under taking affine transformations of the domain. We prove that all affine-invariant property having local…
We study a new class of infinite dimensional Lie algebras, which has important applications to the theory of integrable equations. The construction of these algebras is very similar to the one for automorphic functions and this motivates…
It is shown that the hyperbolic functions can be associated with selfdecomposable distributions (in short: SD probability distributions or L\'evy class L probability laws). Consequently, they admit associated background driving L\'evy…
A graph property (i.e., a set of graphs) is induced-hereditary or additive if it is closed under taking induced-subgraphs or disjoint unions. If $\cP$ and $\cQ$ are properties, the product $\cP \circ \cQ$ consists of all graphs $G$ for…