Nested classes of -semi-selfdecomposable distributions

Teresa Rajba

We get a representation of Lévy measures of -semi-selfdecomposable distributions, which extend -semi-selfdecomposable distributions of Maejima and Naito (1998). We prove that for every pair there exists a distribution which is exactly -semi-selfdecomposable. Explicit examples are given.

Mots clés: Physical Sciences

Teresa Rajba. Nested classes of -semi-selfdecomposable distributions. Statistics and Probability Letters, 2009, 79 (24), pp.2469. ⟨10.1016/j.spl.2009.08.021⟩. ⟨hal-00589472⟩