Searcharxiv⌕ Search

arXiv subjects

Agnieszka Czyzewska-Jankowska

Publications and source records attributed to Agnieszka Czyzewska-Jankowska.

2 recordsLinked to original sources

Factorization property of generalized s-selfdecomposable measures and class $L^f$ distributions$^1$

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

math.PR↗

A note on a composition of two random integral mappings $\J^\be$ and some examples

A method of random integral representation, that is, a 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 show that a composition of two random integral mappings $\J^\be$ is again a random integral mapping. We illustrate our results on some examples.

math.PR↗