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

A. Czyzewska-Jankowska; Zbigniew J. Jurek

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arXiv · 1403.0089

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

A. Czyzewska-Jankowska·Zbigniew J. Jurek

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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.

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A. Czyzewska-Jankowska, Zbigniew J. Jurek. 2014-03-01. Factorization Property of Generalized s-self-decomposable measures and class $L^f$ distributions. https://arxiv.org/abs/1403.0089

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