Semi-Selfdecomposable Laws in the Minimum Scheme

Details Semi-Selfdecomposable Laws in the Minimum Scheme Semi-Selfdecomposable Laws in the Minimum Scheme

2006-04-06

arxiv.org/abs/math/0604146v1

Mathematics

Probability

7 pages, in .pdf, presented at the National Seminar on Stochastic Process Modeling, Distribution Theory and Order Statistics h

Scientific paper

We discuss semi-selfdecomposable laws in the minimum scheme and characterize
them using an autoregressive model. Semi-Pareto and semi-Weibull laws of Pillai
(1991) are shown to be semi-selfdecomposable in this scheme. Methods for
deriving this class of laws are then attempted from the angle of randomization.
Finally, discrete analogues of these results are also considered.

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