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arXiv · 1307.7253

The random integral representation hypothesis revisited : new classes of s-selfdecomposable laws

Zbigniew J. Jurek
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Abstract

For $\,0<α\le \infty$, new subclasses $\,\mathcal{U}^{<α>}$ of the class $\,\mathcal{U}$, of s-selfdecomposable probability measures, are studied. They are described by random integrals, by their characteristic functions and their Lévy spectral measures. Also their relations with the classical Lévy class $L$ of selfdecomposable distributions are investigated.

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Zbigniew J. Jurek. 2013-07-27. The random integral representation hypothesis revisited : new classes of s-selfdecomposable laws. https://arxiv.org/abs/1307.7253

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