Characterizations of subclasses of type G distributions on ℝ d by stochastic integral representations
Aoyama, Takahiro ; Maejima, Makoto
Bernoulli, Tome 13 (2007) no. 1, p. 148-160 / Harvested from Project Euclid
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The class of type G distributions on ℝd and its nested subclasses are studied. An analytic characterization in terms of Lévy measures for the class of type G distributions is known. In this paper, probabilistic characterizations by stochastic integral representations for all classes are shown, and analytic characterizations for the nested subclasses are given in terms of Lévy measures.
Publié le : 2007-02-14
Classification:  infinitely divisible distribution on ℝ^{d},  Lévy process,  stochastic integral representation,  type G distribution 
@article{1175287725,
     author = {Aoyama, Takahiro and Maejima, Makoto},
     title = {Characterizations of subclasses of type G distributions on $\mathbb{R}$<sup>
 d
</sup> by stochastic integral representations},
     journal = {Bernoulli},
     volume = {13},
     number = {1},
     year = {2007},
     pages = { 148-160},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1175287725}
}

Aoyama, Takahiro; Maejima, Makoto. Characterizations of subclasses of type G distributions on ℝ
 d
 by stochastic integral representations. Bernoulli, Tome 13 (2007) no. 1, pp.  148-160. http://gdmltest.u-ga.fr/item/1175287725/