pith. sign in

arxiv: 1403.0089 · v1 · pith:ZMGZXPN3new · submitted 2014-03-01 · 🧮 math.PR

Factorization Property of Generalized s-self-decomposable measures and class L^f distributions

classification 🧮 math.PR
keywords distributionsemphfactorizationgeneralizedintegralmethodprobabilityproperty
0
0 comments X
read the original 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 $\mathcal{U}^f_{\be}$ and $L^f$, respectively.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.