A note on self-decomposability of stable process subordinated to self-decomposable subordina\-tor (Q2387333)
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scientific article; zbMATH DE number 2201688
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| English | A note on self-decomposability of stable process subordinated to self-decomposable subordina\-tor |
scientific article; zbMATH DE number 2201688 |
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A note on self-decomposability of stable process subordinated to self-decomposable subordina\-tor (English)
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2 September 2005
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By aid of an example the author proves the following theorem: There is self-decomposable subordinator \({T(t), t\geq 0}\), and a stable Lévy motion \({X(t), t\geq 0}\), such that the subordinated process \({Y(t)} = {X(T(t)), t \geq 0}\), is not self-decomposable. Then by three remarks the author illuminates this result.
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geometric stable law
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Linnik distribution
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unimodality
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0.87425077
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0.84726274
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0.84599036
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0.83667845
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