Semi-Selfdecomposable Laws in the Minimum Scheme
S Satheesh, E Sandhya
Abstract
We discuss semi-selfdecomposable laws in the minimum scheme and characterize them using an autoregressive model. Semi-Pareto and semi-Weibull laws of Pillai (1991) are shown to be semi-selfdecomposable in this scheme. Methods for deriving this class of laws are then attempted from the angle of randomization. Finally, discrete analogues of these results are also considered.
Create a lesson
Related papers
Distribution-constrained optimal multiple stopping: the Root-type solution
Shuoqing Deng, Daxin Huang
Universality and sharp thresholds for ellipsoid fitting
Frederic Koehler, Youngtak Sohn
Local Laws and Edge Universality for Noncentral Sample Covariance Matrices
Can Hu, Jiang Hu, Zhidong Bai
Well-posedness and regularity of stochastic heat equations on moving domains
Chongyang Ren, Tusheng Zhang
Traveling Waves in Equity Markets with Rank-Based Entry and Exit
Graeme Baker, Caroline Smyth
An approximate zero bias transformation for random sums: Applications to sampling with outliers, auto insurance, and generative AI
Wasamon Jantai, Nathakhun Wiroonsri