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arxiv: 1206.3047 · v1 · pith:VTFRFZ6Unew · submitted 2012-06-14 · 🧮 math.PR

Invariant measures under random integral mappings and marginal distributions of fractional L\'evy processes

classification 🧮 math.PR
keywords distributionsfractionalintegralinvariantmappingsmeasuresrandomsemigroups
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It is shown that some convolution semigroups of infinitely divisible measures are invariant under the random integral mappings $I^{h,r}_{(a,b]}$ defined in $(\star)$ below. The converse implication is specified for the semigroups of generalized s-selfdecomposable and selfdecomposable distributions. Some application are given to the moving average fractional L\'evy process (MAFLP).

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