A random integral calculus on generalized s-selfdecomposable probability measures

被引：0
|
作者：
Jurek Z.J. [1 ]
机构：
[1] Institute of Mathematics, University of Wrocław, Pl. Grunwaldzki 2/4, Wrocław
来源：
Sankhya A | 2014年 / 76卷 / 1期
关键词：
Class ; distributions; generalized s-selfdecomposable distributions; infinite divisibility; Lévy-Khintchine formula; Lévy process; random integral; uniform distributions; Euclidean space; Banach space; Primary 60F05; 60E07; 60B11; Secondary 60H05; 60B10;
D O I：
10.1007/s13171-013-0038-8
中图分类号：
学科分类号：
摘要：
The class Uβ of generalized s-selfdecomposable probability distributions can be viewed as an image, via the random integral mapping Jβ, of the class ID of all infinitely divisible measures. We prove that a composition of the mappings Jβ1, Jβ2,…, Jβn, β1 > 0,…, βn > 0, is again a random integral but with a new deterministic inner time. Moreover, some elementary formulas concerning the distributions of products of powers of independent uniformly distributed random variables are established. © 2013, Indian Statistical Institute.
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页码：1 / 14
页数：13
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