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arxiv: 1307.7253 · v1 · pith:QJPYEFHUnew · submitted 2013-07-27 · 🧮 math.PR

The random integral representation hypothesis revisited : new classes of s-selfdecomposable laws

classification 🧮 math.PR
keywords alphaclassmathcalmeasuresrandoms-selfdecomposablecharacteristicclasses
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For $\,0<\alpha\le \infty$, new subclasses $\,\mathcal{U}^{<\alpha>}$ of the class $\,\mathcal{U}$, of s-selfdecomposable probability measures, are studied. They are described by random integrals, by their characteristic functions and their L\'evy spectral measures. Also their relations with the classical L\'evy class $L$ of selfdecomposable distributions are investigated.

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