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  • Search: subject:"Class U distributions or generalized s-selfdecomposable distributions"
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Class L distributions or selfdecomposable distributions 1 Class U distributions or generalized s-selfdecomposable distributions 1 Lévy process 1 Moving average fractional Lévy process 1 Random integral representation 1
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Jurek, Zbigniew J. 1
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Statistics & Probability Letters 1
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Invariant measures under random integral mappings and marginal distributions of fractional Lévy processes
Jurek, Zbigniew J. - In: Statistics & Probability Letters 83 (2013) 1, pp. 177-183
It is shown that some convolution semigroups of infinitely divisible measures are invariant under certain random integral mappings. We characterize the coincidence of random integrals for s-selfdecomposable and selfdecomposable distributions. Some applications are given to the moving average...
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