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Semi-Selfdecomposable Laws in the Minimum Scheme

2006/04/06 by S. Satheesh, S Satheesh, Satheesh, S +3
Computer Science · Economics, Econometrics and Finance · Mathematics · #60E05 #62M10 #Complexity and Algorithms in Graphs #FOS: Mathematics #Game Theory and Voting Systems #Probability (math.PR) #Statistics Theory (math.ST) #math.PR #math.ST #msc:60E05 #msc:62M10 #semigroups and automata theory #stat.TH

paper · pdf · doi:10.48550/arxiv.math/0604146

7 pages, in .pdf, presented at the National Seminar on Stochastic Process Modeling, Distribution Theory and Order Statistics held at the Department of Statisitcs, University of Kerala, Trivandrum, India; submitted

arxiv created 2006/04/06 · openalex publication_date 2006/04/06 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We discuss semi-selfdecomposable laws in the minimum scheme and characterize them using an autoregressive model. Semi-Pareto and semi-Weibull laws of Pillai (1991) are shown to be semi-selfdecomposable in this scheme. Methods for deriving this class of laws are then attempted from the angle of randomization. Finally, discrete analogues of these results are also considered.

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