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SUBORDINATION, SELF-DECOMPOSABILITY AND SEMI-STABILITY

  • Choi, Gyeong-Suk (Institute of Basic Science Kangwon National University) ;
  • Joo, Sang-Yeol (Department of Statistics Kangwon National University) ;
  • Kim, Yun-Kyong (Department of Information & Communication Engineering Dongshin University)
  • Published : 2006.10.31

Abstract

Two main results are presented in relation to subordination, self-decomposability and semi-stability. One of the result is that strict semi-stability of subordinand process by selfdecomposable subordinator gives semi-selfdecomposability of the subordinated process. The second result is a sufficient condition for any subordinated process arising from a semi-stable subordinand and a semi-stable subordinator to be semi-selfdecomposable.

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Cited by

  1. Some results on subordination, selfdecomposability and operator semi-stability vol.78, pp.6, 2008, https://doi.org/10.1016/j.spl.2007.09.044