arXiv 0812.21292008-12-17math.PR

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

Agnieszka Czyzewska-Jankowska, Zbigniew J. Jurek

备注：: 11 pages
发表信息：: Teor.Verojatn. Primenen. vol 55 (2010), pp.812-819 OR Theory of Probab. Appl. vol.55 no 4(2011), pp. 692-698

英文摘要：

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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