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Multiply c-decomposable probability measures on R and their characteristic functions

Rajba T.

Probability and Mathematical Statistics

2002

Vol. 22, Fasc. 2

443--456

We obtain the characteristic functions of distributions in Lc,α, i.e.α-timesc-decomposable distributions in the class of infinitely divisible distributions,where 0< α ≤∞, 0< c <1. The characteristic functions of α-times selfdecomposable laws (i.e. α-times c-decomposable for each c ∈ (0,1)) are well known (see [3], [5], [9], [13]).