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 Cet article a éte moissonné depuis la source Math-Net.Ru

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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, Lévy process, log-gamma distribution.
Keywords: random integral, characteristic function, random series representation, compound Poisson measure 
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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/

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