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BACKGROUND DRIVING DISTRIBUTION FUNCTIONS AND SERIES REPRESENTATIONS FOR LOG-GAMMA SELF-DECOMPOSABLE RANDOM VARIABLES
被引：1
|作者：
JUREK, Z. J.
[1
]
机构：
[1] Univ Wroclaw, Inst Math, Wroclaw, Poland
关键词：
self-decomposable distribution;
random integral;
characteristic function;
Levy process;
random series representation;
compound Poisson measure;
log-gamma distribution;
D O I：
10.1137/S0040585X97T990782
中图分类号：
O21 [概率论与数理统计];
C8 [统计学];
学科分类号：
020208 ;
070103 ;
0714 ;
摘要：
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.
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页码：105 / 117
页数：13
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