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Selfdecomposable Laws Associated with Hyperbolic Functins
Hyperbolic characteristic functions class L or SD probability distribution
2010/12/8
t is shown that the hyperbolic functions can be associated with selfdecomposable distributions (in short: SD probability distributions or L´evy class L probability laws). Consequently, they admi...
A New Factorization Property of the Selfdecomposable Probability Measures
Selfdecomposable s-selfdecomposable background driving L´ evy process class U class L factorization property
2010/12/8
We prove that the convolution of a selfdecomposable dis-tribution with its background driving law is again selfdecomposable if and only if the background driving law is s-selfdecomposable.