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A note on self-decomposability of stable process subordinated to self-decomposable subordina\-tor - MaRDI portal

A note on self-decomposability of stable process subordinated to self-decomposable subordina\-tor (Q2387333)

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A note on self-decomposability of stable process subordinated to self-decomposable subordina\-tor
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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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