A generalization of random self-decomposability

Details A generalization of random self-decomposability A generalization of random self-decomposability

2010-09-27

arxiv.org/abs/1009.5141v1

Mathematics

Probability

7 pages

Scientific paper

The notion of random self-decomposability is generalized here. Its relation
to self-decomposability, Harris infinite divisibility and its connection with a
stationary first order generalized autoregressive model are presented. The
notion is then extended to $\mathbf{Z_+}$-valued distributions.

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