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.