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arXiv · 1904.04160

Background driving distribution functions and series representation for log-gamma selfdecomposable random variables

Zbigniew J. Jurek
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Abstract

For the selfdecomposable distributions (random variables) we identified background driving probability distributions in their random integral representations. For log-gamma and their background driving random variables series representations are found.

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Zbigniew J. Jurek. 2019-04-08. Background driving distribution functions and series representation for log-gamma selfdecomposable random variables. https://arxiv.org/abs/1904.04160

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