Subordination, self-decomposability and semi-stability

김윤경; 최경석; 주상렬

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Subordination, self-decomposability and semi-stability

김윤경|최경석|주상렬

대한수학회 (The Korean Mathematical Society)|2006.10|대한수학회논문집 (Communications of the KMS)|제21권 제4호|pp. 787-794

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Abstract

Two main results are presented in relation to subor-dination, self-decomposability and semi-stability. One of the re-sult is that strict semi-stability of subordinand process by self-decomposable subordinator gives semi-selfdecomposability of thesubordinated process. The second result is a sucient conditionfor any subordinated process arising from a semi-stable subordi-nand and a semi-stable subordinator to be semi- selfdecomposable.

참고문헌 (8)

"Multivariate subordination", 33, pp.160~187 (2001)
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"Generalized Gamma Convolutions and Related Classes of Distribution Densities", 76 (1992)
"Criteria for recurrence and transience of semistable processes", 134, pp.91~106 (1994)
"Semi-selfdecomposable distributions and a new class of limit theorems", 112, pp.13~31 (1998)
"Functional Equations in Probability Theory" (1991), publ Academic Press
"Processes and Infinitely Divisible Distributions" (1999), publ Cambridge University Press
"Subordination and self-decomposability", 54, pp.317~324 (2001)

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