• 제목/요약/키워드: operator semi-stability

검색결과 6건 처리시간 0.059초

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

  • Choi, Gyeong-Suk;Kim, Yun-Kyong;Joo, Sang-Yeol
    • 대한수학회보
    • /
    • v.47 no.3
    • /
    • pp.483-490
    • /
    • 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.

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
    • /
    • v.10 no.1
    • /
    • pp.177-189
    • /
    • 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

  • 주상열;최경숙
    • 한국통계학회:학술대회논문집
    • /
    • /
    • pp.221-225
    • /
    • 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.

  • PDF

REMARKS ON GAUSSIAN OPERATOR SEMI-STABLE DISTRIBUTIONS

  • Chae, Hong Chul;Choi, Gyeong Suk
    • Korean Journal of Mathematics
    • /
    • v.8 no.2
    • /
    • pp.111-119
    • /
    • 2000
  • For a linear operator Q from $R^d$ into $R^d$. ${\alpha}$ > 0 and 0 < $b$ < 1, the Gaussian (Q, $b$, ${\alpha}$)-semi-stability of probability measures on $R^d$ is investigated.

  • PDF

REPRESENTATION OF OPERATOR SEMI-STABLE DISTRIBUTIONS

  • Choi, Gyeong-Suk
    • 대한수학회보
    • /
    • v.37 no.1
    • /
    • pp.135-152
    • /
    • 2000
  • For a linear operator Q from $R^{d}\; into\; R^{d},\; {\alpha}\;>0\; and\ 0-semi-stability and the operater semi-stability of probability measures on $R^{d}$ are defined. Characterization of $(Q,b,{\alpha})$-semi-stable Gaussian distribution is obtained and the relationship between the class of $(Q,b,{\alpha})$-semi-stable non-Gaussian distributions and that of operator semistable distributions is discussed.

  • PDF

CHARACTERIZATION OF STRICTLY OPERATOR SEMI-STABLE DISTRIBUTIONS

  • Choi, Gyeong-Suk
    • 대한수학회지
    • /
    • v.38 no.1
    • /
    • pp.101-123
    • /
    • 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.

  • PDF