A generalization of random self-decomposability

S Satheesh; E Sandhya

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arXiv · 1009.5141

A generalization of random self-decomposability

S Satheesh·E Sandhya

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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 $\mathbf{Z_+}$-valued distributions.

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S Satheesh, E Sandhya. 2010-09-27. A generalization of random self-decomposability. https://arxiv.org/abs/1009.5141

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