Operator Semi-Selfdecomposability, $(C,Q)$-Decomposability and Related Nested Classes
MAEJIMA, Makoto ; SATO, Ken-iti ; WATANABE, Toshiro
Tokyo J. of Math., Tome 22 (1999) no. 2, p. 473-509 / Harvested from Project Euclid
There are two types of generalizations of selfdecomposability of probability measures on $\mathbf{R}^d, d\geq 1$ : the $c$-decomposability and the $C$-decomposability of Loève and Bunge on the one hand, and the semi-selfdecomposability of Maejima and Naito on the other. The latter implies infinite divisibility but the former does not in general. For $d\geq 2$ introduction of operator (matrix) normalizations yields four kinds of classes of distributions on $\mathbf{R}^d : L_{0}(b,Q),\tilde{L}_{0}(b,Q),L_{0}(C,Q)$, and $\tilde{L}_{0}(C,Q)$, where $0
Publié le : 1999-12-15
Classification: 
@article{1270041450,
     author = {MAEJIMA, Makoto and SATO, Ken-iti and WATANABE, Toshiro},
     title = {Operator Semi-Selfdecomposability, $(C,Q)$-Decomposability and Related Nested Classes},
     journal = {Tokyo J. of Math.},
     volume = {22},
     number = {2},
     year = {1999},
     pages = { 473-509},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1270041450}
}
MAEJIMA, Makoto; SATO, Ken-iti; WATANABE, Toshiro. Operator Semi-Selfdecomposability, $(C,Q)$-Decomposability and Related Nested Classes. Tokyo J. of Math., Tome 22 (1999) no. 2, pp.  473-509. http://gdmltest.u-ga.fr/item/1270041450/