A generalization of random self-decomposability

math.PR

/ Authors

/ Abstract

The notion of random self-decomposability is generalized here. Its relation to self-decomposability, Harris infinite divisibility and its connection with a stationary first order generalized autoregressive model are presented. The notion is then extended to $\mathbf{Z_+}$-valued distributions.

A generalization of random self-decomposability

math.PR

/ Authors

S Satheesh, E Sandhya

/ Abstract

The notion of random self-decomposability is generalized here. Its relation to self-decomposability, Harris infinite divisibility and its connection with a stationary first order generalized autoregressive model are presented. The notion is then extended to $\mathbf{Z_+}$-valued distributions.