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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2022 Volume 67, Issue 1, Pages 134–149 (Mi tvp5422)

This article is cited in 1 paper

Background driving distribution functions and series representations for log-gamma self-decomposable random variables

Z. J. Jurek

Institute of Mathematics, University of Wroclaw, Wroclaw, Poland

Abstract: We identify the background driving distribution functions (BDDF) for self-decomposable distributions (random variables). For log-gamma variables and their background driving variables, we find their series representations. An innovation variable for Bessel-K distribution is given as a compound Poisson variable.

Keywords: self-decomposable distribution, random integral, characteristic function, Lévy process, random series representation, compound Poisson measure, log-gamma distribution.

MSC: Primary 60E07, 60E10, 60H05; Secondary 60G51, 60B10.

Received: 04.07.2020
Revised: 08.06.2021
Accepted: 29.09.2021

DOI: 10.4213/tvp5422


 English version:
Theory of Probability and its Applications, 2022, 67:1, 105–117

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© Steklov Math. Inst. of RAS, 2025