A generalization of random self-decomposability

2010/09/27 by S. Satheesh, Satheesh, S, E Sandhya +1
Decision Sciences · Mathematics · #60E05 #60E07 #62E10 #62M10 #FOS: Mathematics #Fuzzy Systems and Optimization #Probability (math.PR) #Probability and Risk Models #Statistical Distribution Estimation and Applications

paper · pdf · doi:10.48550/arxiv.1009.5141

openalex publication_date 2010/09/27 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

The notion of random self-decomposability is generalized here. Its relation to self-decomposability, Harris infinite divisibility and its connection with a stationary first order generalized autoregressive model are presented. The notion is then extended to Z₊-valued distributions.

Related

• A further generalization of random self-decomposability
• Multiplicative self-decomposition of the exponential and gamma distributions
• A new factorization property of the selfdecomposable probability measures
• Nested subclasses of the class of α-selfdecomposable distributions
• On the self-decomposability of the Fréchet distribution