Geodesic
Background driving distribution functions and series representations for log-gamma self-decomposable random variables
Teoriâ veroâtnostej i ee primeneniâ, Tome 67 (2022) no. 1, pp. 134-149

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We identify the background driving distribution functions (BDDF) for self-decomposable distributions (random variables). For log-gamma variables and their background driving variables, we find their series representations. An innovation variable for Bessel-K distribution is given as a compound Poisson variable.
Mots-clés : self-decomposable distribution, log-gamma distribution.
Keywords: random integral, characteristic function, Lévy process, random series representation, compound Poisson measure 
@article{TVP_2022_67_1_a7,
     author = {Z. J. Jurek},
     title = {Background driving distribution functions and series representations for log-gamma self-decomposable random variables},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {134--149},
     publisher = {mathdoc},
     volume = {67},
     number = {1},
     year = {2022},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2022_67_1_a7/}
}
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Z. J. Jurek. Background driving distribution functions and series representations for log-gamma self-decomposable random variables. Teoriâ veroâtnostej i ee primeneniâ, Tome 67 (2022) no. 1, pp. 134-149. http://geodesic.mathdoc.fr/item/TVP_2022_67_1_a7/