Nested subclasses of some subclass of the class of type G selfdecomposable distributions on Rd

• Autorzy: Aoyama T.
• Języki publikacji: EN

Abstrakty

EN

Nested subclasses, denoted by M_n(R^d); n = 1; 2,…,of the class M(R^d), a subclass of the class of type G and selfdecomposable distributions on R^d are studied. An analytic characterization in terms of Lévy measures and a probabilistic characterization by stochastic integral representations for M(R^d) are known. In this paper, analytic characterizations for M_n(R^d); n = 1; 2,…,are given in terms of Lévy measures as well as probabilistic characterizations by stochastic integral representations are shown. A relationship with stable distributions is given.

Słowa kluczowe

EN

infinitely divisible distribution on Rd; type G distribution; selfdecomposable distribution; stochastic integral representation; Lévy process

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2009
• Tom: Vol. 29, Fasc. 1
• Strony: 135--154
• Opis fizyczny: Bibliogr. 11 poz.

Twórcy

autor

Aoyama T.

• Department of Mathematics, Faculty of Science and Technology, Tokyo University of Science, 2641, Yamazaki, Noda 278-8510, Japan

Bibliografia

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