On certain self-decomposable self-similar processes with independent increments

✍ Scribed by Koji Akita; Makoto Maejima

• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 107 KB
• Volume: 59
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(02)00163-3

✦ Synopsis

Several examples of a subclass of self-decomposable distributions on the real line are given for constructing certain self-decomposable self-similar processes with independent increments.