A note on self-decomposability of stable process subordinated to self-decomposable subordinator

Tomasz J. Kozubowski

Statistics & Probability Letters, 2005, vol. 74, issue 1, 89-91

Abstract: We provide an example that shows that there exists a stable Lévy motion and self-decomposable subordinator , such that the corresponding subordinated process is not self-decomposable.

Keywords: Geometric; stable; law; Linnik; distribution; Subordination; Unimodality (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (1)

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