• Title, Summary, Keyword: strict operator semi-stability

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Characterization of Some Classes of Distributions Related to Operator Semi-stable Distributions

  • Joo, Sang Yeol;Yoo, Young Ho;Choi, Gyeong Suk
    • Communications for Statistical Applications and Methods
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    • v.10 no.1
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    • pp.177-189
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    • 2003
  • For a positive integer m, operator m-semi-stability and the strict operator m-semi-stability of probability measures on R^d$ are defined. The operator m-semi-stability is a generalization of the definition of operator semi-stability with exponent Q. Characterization of strictly operator na-semi-stable distributions among operator m-semi-stable distributions is given. Translation of strictly operator m-semi-stable distribution is discussed.

Characterization of some classes of distributions related to operator semi-stable distributions

  • Joo, Sang-Yeol;Choi, Gyeong-Suk
    • Proceedings of the Korean Statistical Society Conference
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    • pp.221-225
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    • 2002
  • For a positive integer m, operator m-semi-stability and the strict operator m-semi-stability of probability measures on $R^{d}$ are defined. The operator m-semi-stability is a generalization of the definition of operator semi- stability with exponent Q. Translation of strictly operator m-semi-stable distribution is discussed.

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CHARACTERIZATION OF STRICTLY OPERATOR SEMI-STABLE DISTRIBUTIONS

  • Choi, Gyeong-Suk
    • Journal of the Korean Mathematical Society
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    • v.38 no.1
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    • pp.101-123
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    • 2001
  • For a linear operator Q from R(sup)d into R(sup)d and 0$\alpha$ and parameter b on the other. characterization of strictly (Q,b)-semi-stable distributions among (Q,b)-semi-stable distributions is made. Existence of (Q,b)-semi-stable distributions which are not translation of strictly (Q,b)-semi-stable distribution is discussed.

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A NOTE ON SEMI-SELFDECOMPOSABILITY AND OPERATOR SEMI-STABILITY IN SUBORDINATION

  • Choi, Gyeong-Suk;Kim, Yun-Kyong;Joo, Sang-Yeol
    • Bulletin of the Korean Mathematical Society
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    • v.47 no.3
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    • pp.483-490
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    • 2010
  • Some results on inheritance of operator semi-selfdecomposability and its decreasing subclass property from subordinator to subordinated in subordination of a L$\acute{e}$evy process are given. A main result is an extension of results of [5] to semi-selfdecomposable subordinator. Its consequence is discussed.