Three classes of decomposable distributions (Q2053576)

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scientific article; zbMATH DE number 7435594
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Three classes of decomposable distributions
scientific article; zbMATH DE number 7435594

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    Three classes of decomposable distributions (English)
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    29 November 2021
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    The paper investigates a subclass of positive infinitely divisible random variables \(X\) such that \(cX\mathop = \limits^d {X_c} + {Z_c}\) for any \(c \in (0,1)\), where \(\mathop = \limits^d \) denotes the equality of distributions, \({X_c}\) is the value of a subordinator \(({X_t},t \ge 0)\) at the moment \(t = c\), \({Z_c}\) is a random variable independent of \({X_c}\), and \(X = {X_1}\). It refines some previously obtained results.
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    Bernstein functions
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    complete monotonicity
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    concavity
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    convexity
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    infinite divisibility
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    Laplace transform
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    Mellin-Euler differential operator
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    stable distribution
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    subordinators
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