arXiv:1009.5141 [math.PR]AbstractReferencesReviewsResources
A generalization of random self-decomposability
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.
Comments: 7 pages
Categories: math.PR
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