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Teoriya Veroyatnostei i ee Primeneniya, 2022, Volume 67, Issue 1, Pages 134–149
DOI: https://doi.org/10.4213/tvp5422 (Mi tvp5422) 		 
This article is cited in 1 scientific paper (total 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
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DOI: https://doi.org/10.4213/tvp5422
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.
Received: 04.07.2020
Revised: 08.06.2021
Accepted: 29.09.2021
English version:
Theory of Probability and its Applications, 2022, Volume 67, Issue 1, Pages 105–117
DOI: https://doi.org/10.1137/S0040585X97T990782
Bibliographic databases:
Document Type: Article
MSC: Primary 60E07, 60E10, 60H05; Secondary 60G51, 60B10.
Language: Russian
Citation: Z. J. Jurek, “Background driving distribution functions and series representations for log-gamma self-decomposable random variables”, Teor. Veroyatnost. i Primenen., 67:1 (2022), 134–149; Theory Probab. Appl., 67:1 (2022), 105–117
Citation in format AMSBIB
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\paper Background driving distribution functions and series representations for log-gamma self-decomposable random variables
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\pages 134--149
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\transl
\jour Theory Probab. Appl.
\yr 2022
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\issue 1
\pages 105--117
\crossref{https://doi.org/10.1137/S0040585X97T990782}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85131067570}
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  • https://www.mathnet.ru/eng/tvp5422
  • https://doi.org/10.4213/tvp5422
  • https://www.mathnet.ru/eng/tvp/v67/i1/p134
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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