Completely operator-selfdecomposable distributions and operator-stable distributions
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Publication:3697973
DOI10.1017/S0027763000021267zbMath0577.60025MaRDI QIDQ3697973
Publication date: 1985
Published in: Nagoya Mathematical Journal (Search for Journal in Brave)
convolution semigroupoperator-selfdecomposable measuresoperator-stable measurescompletly operator-selfdecomposable measures
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)
Related Items (8)
Strictly operator-stable distributions ⋮ Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination ⋮ Nested classes of \(C\)-decomposable laws ⋮ A generalization of operator-self-decomposable distributions on Euclidean spaces ⋮ Moment of Lévy measure of operator-stable law ⋮ Self-similar processes with independent increments ⋮ On subordinated multivariate Gaussian Lévy processes ⋮ Self-decomposability of weak variance generalised gamma convolutions
Cites Work
- Limit distributions and one-parameter groups of linear operators on Banach spaces
- Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
- Absolute continuity of operator-self-decomposable distributions on \(R^ n\)
- Class L of multivariate distributions and its subclasses
- Operator-stable laws
- On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
- Absolute continuity of multivariate distributions of class L
- Representation of certain infinitely divisible probability measures on Banach spaces
- An integral representation for selfdecomposable banach space valued random variables
- Stable probability measures on ? v
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