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arxiv: 0812.2129 · v2 · pith:5TWHL5PCnew · submitted 2008-12-11 · 🧮 math.PR

Factorization property of generalized s-selfdecomposable measures and class L^f distributions¹

classification 🧮 math.PR
keywords distributionsemphfactorizationgeneralizedintegralmethodprobabilityproperty
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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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