The random integral representation hypothesis revisited : new classes of s-selfdecomposable laws

preprint2013arXivOpen access

Abstract

For  0<α≤∞\,0<α\le \infty, new subclasses  U<α>\,\mathcal{U}^{<α>} of the class  U\,\mathcal{U}, of s-selfdecomposable probability measures, are studied. They are described by random integrals, by their characteristic functions and their Lévy spectral measures. Also their relations with the classical Lévy class LL of selfdecomposable distributions are investigated.

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