Distributions of selfsimilar and semi-selfsimilar processes with independent increments

被引：15
|
作者：
Maejima, M
Sato, K
Watanabe, T
机构：
[1] Keio Univ, Dept Math, Yokohama, Kanagawa 2238522, Japan
[2] Univ Aizu, Ctr Math Sci, Fukushima 9658580, Japan
来源：
STATISTICS & PROBABILITY LETTERS | 2000年 / 47卷 / 04期
关键词：
selfsimilar process; semi-selfsimilar process; selfdecomposable distribution; semi-selfdecomposable distribution;
D O I：
10.1016/S0167-7152(99)00184-4
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：
Relationships between marginal and joint distributions of selfsimilar processes with independent increments are shown in terms of the Urbanik-Sato-type nested subclasses of the class of selfdecomposable distributions. Similar results are also shown for semi-selfsimilar processes with independent increments. (C) 2000 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：395 / 401
页数：7
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