Some results on subordination, selfdecomposability and operator semi-stability

DOI10.1016/J.SPL.2007.09.044MaRDI QIDQ2483455zbMATH OpenOpenAlexFDO

Authors Gyeong Suk Choi

Publication date 28 April 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2007.09.044

zbMATH Keywords

operator semi-selfdecomposabilityoperator semi-stabilityselfdecomposabilitystrict operator semi-stabilitysubordination

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51)

Recommendations

• SUBORDINATION, SELF-DECOMPOSABILITY AND SEMI-STABILITY
• A note on semi-selfdecomposability and operator semi-stability in subordination
• scientific article; zbMATH DE number 4137086
• A note on self-decomposability of stable process subordinated to self-decomposable subordina\-tor
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Cites work

• Characterization of strictly operator semi-stable distributions
• Completely operator semi-selfdecomposable distributions
• Corrigenda to "Operator semi-stable probability measures on $R^N$
• Criteria for recurrence and transience of semistable processes
• scientific article; zbMATH DE number 51977 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• Multivariate subordination, self-decomposability and stability
• Operator semi-selfdecomposability, \((C,Q)\)-decomposability and related nested classes
• Operator semistable probability measures on R^N
• Semi-stable probability measures on $R^{N}$
• Subordination and self-decomposability
• SUBORDINATION, SELF-DECOMPOSABILITY AND SEMI-STABILITY

Cited in

(4)

• A note on self-decomposability of stable process subordinated to self-decomposable subordinator
• A note on semi-selfdecomposability and operator semi-stability in subordination
• SUBORDINATION, SELF-DECOMPOSABILITY AND SEMI-STABILITY
• Subordination and self-decomposability

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