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arXiv:1009.5141 [math.PR]AbstractReferencesReviewsResources

A generalization of random self-decomposability

S Satheesh, E Sandhya

Published 2010-09-27Version 1

The notion of random self-decomposability is generalized here. Its relation to self-decomposability, Harris infinite divisibility and its connection with a stationary first order generalized autoregressive model are presented. The notion is then extended to $\mathbf{Z_+}$-valued distributions.

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