A generalization of random self-decomposability
Probability
2010-09-28 v1
Abstract
The notion of random self-decomposability is generalized here. Its relation to self-decomposability, Harris infinite divisibility and its connection with a stationary first order generalized autoregressive model are presented. The notion is then extended to -valued distributions.
Cite
@article{arxiv.1009.5141,
title = {A generalization of random self-decomposability},
author = {S Satheesh and E Sandhya},
journal= {arXiv preprint arXiv:1009.5141},
year = {2010}
}
Comments
7 pages