Nested classes of C-semi-selfdecomposable distributions
Teresa Rajba
Statistics & Probability Letters, 2009, vol. 79, issue 24, 2469-2475
Abstract:
We get a representation of Lévy measures of (C,m)-semi-selfdecomposable distributions, which extend c-semi-selfdecomposable distributions of Maejima and Naito (1998). We prove that for every pair (C,m) there exists a distribution which is exactly (C,m)-semi-selfdecomposable. Explicit examples are given.
Date: 2009
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