Affine random equations and the stable (1/2) distribution

Authors
Donati-Martin, C Ghomrasni, R Yor, M
Citation
C. Donati-martin et al., Affine random equations and the stable (1/2) distribution, ST SCI M H, 36(3-4), 2000, pp. 387-405
Citations number
16
Categorie Soggetti
Mathematics
Journal title
STUDIA SCIENTIARUM MATHEMATICARUM HUNGARICA
ISSN journal
00816906 → ACNP
Volume
36
Issue
3-4
Year of publication
2000
Pages
387 - 405
Database
ISI
SICI code
0081-6906(2000)36:3-4<387:AREATS>2.0.ZU;2-E
Abstract
We study the pairs (S, L) of positive random variables which arise in the a ffine decompositions T <((law))double under bar> S + (LT)-T-2 of the stable (1/2) distribution T, with some emphasis on the case when S and L are inde pendent, or infinitely divisible.