×

Completely operator-selfdecomposable distributions and operator-stable distributions. (English) Zbl 0577.60025

Operator-limit distributions are those when partial sums are normalized by arbitrary linear operators (matrices in Euclidean spaces) instead of numbers (i.e. multiplies of identity operator). In a such way we obtain operator-stable and operator-selfdecomposable measures. Both classes depend on an operator, say Q, which in the case of operator-stable measures plays the role of an exponent. This allows to select the norming operators from a one-parameter group \(t^ Q\), \(t>0\). Finally, by induction we get Urbanik classes of limit distributions \(L_ m(Q)\) such that \[ ID\supseteq L_ 0(Q)\supseteq L_ 1(Q)\subseteq L_ 2(Q)\supseteq...\supseteq L_{\infty}(Q)\supseteq S(Q), \] where ID is the class of all infinitely divisible measures, \(L_ 0(Q)\) consists of operator-selfdecomposable ones and S(Q) is the class of Q-stable measures. \(L_{\infty}(Q)\) is defined as the intersection of all \(L_ m(Q)\), \(m\geq 1\) and its elements are called completly operator- selfdecomposable measures. The authors study elements from \(L_{\infty}(Q)\) in finite dimensional spaces. They prove, for instance, that \(L_{\infty}(Q)\) can be viewed as the smallest closed convolution semigroup containing the class S(Q), cf. theorem 7.3.
Reviewer: Z.Jurek

MSC:

60F05 Central limit and other weak theorems
60E07 Infinitely divisible distributions; stable distributions
Full Text: DOI

References:

[1] Stochastic Process. Appl 12 pp 136– (1982)
[2] Bull. Acad. Polon. Sci. Sér. Sci. Math 31 pp 51– (1983)
[3] Multivariate Anal. III pp 225– (1973)
[4] Bull. Acad. Polon. Sci. Sér. Sci. Math. Astronom. Phys 20 pp 679– (1972)
[5] Studia Math 44 pp 119– (1972)
[6] DOI: 10.1016/0304-4149(84)90312-0 · Zbl 0533.60021 · doi:10.1016/0304-4149(84)90312-0
[7] Studia Math 66 pp 161– (1979)
[8] DOI: 10.1016/0047-259X(82)90085-9 · Zbl 0485.60010 · doi:10.1016/0047-259X(82)90085-9
[9] Bull. Acad. Polon. Sci. Sér. Sci. Math 27 pp 629– (1979)
[10] DOI: 10.1016/0047-259X(80)90014-7 · Zbl 0425.60013 · doi:10.1016/0047-259X(80)90014-7
[11] DOI: 10.1090/S0002-9947-1969-0238365-3 · doi:10.1090/S0002-9947-1969-0238365-3
[12] DOI: 10.1016/0047-259X(79)90086-1 · Zbl 0404.60018 · doi:10.1016/0047-259X(79)90086-1
[13] DOI: 10.1007/BF00539857 · Zbl 0347.60015 · doi:10.1007/BF00539857
[14] DOI: 10.1007/BF00538800 · Zbl 0488.60028 · doi:10.1007/BF00538800
[15] Lecture Notes in Math 1021 pp 541– (1983)
[16] DOI: 10.1016/0047-259X(83)90042-8 · Zbl 0533.60004 · doi:10.1016/0047-259X(83)90042-8
[17] Bull. Acad. Polon. Sci. Sér. Sci. Math 30 pp 385– (1982)
[18] DOI: 10.1016/0047-259X(81)90086-5 · Zbl 0466.60016 · doi:10.1016/0047-259X(81)90086-5
[19] Teor. Verojatnost. i Primenen 29 pp 3– (1984)
[20] DOI: 10.1016/0047-259X(83)90040-4 · Zbl 0522.60012 · doi:10.1016/0047-259X(83)90040-4
[21] DOI: 10.1016/0304-4149(82)90050-3 · Zbl 0482.60062 · doi:10.1016/0304-4149(82)90050-3
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.