Some results on subordination, selfdecomposability and operator semi-stability

Gyeong Suk Choi

Statistics & Probability Letters, 2008, vol. 78, issue 6, 780-784

Abstract: Two topics are studied in relation to subordination, selfdecomposability and operator semi-stability. One is that strict operator semi-stability of the subordinand process by the selfdecomposable subordinator gives operator semi-selfdecomposability of the subordinated process. Another is an answer to the question whether any subordinated process arising from a strictly operator semi-stable subordinand and a strictly semi-stable subordinator can be strictly operator semi-stable.

Keywords: Operator; semi-selfdecomposability; Operator; semi-stability; Strict; operator; semi-stability; Subordination; Selfdecomposability (search for similar items in EconPapers)
Date: 2008
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