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WROCŁAW UNIVERSITY
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Contents of PMS, Vol. 19, Fasc. 1,
pages 171 - 180
 

ON CERTAIN SUBCLASSES OF THE CLASSES Lc

T. Rajba

Abstract: Ločve in [5] introduced the classes L
  c  associated with number c, c  (-  R, as the classes of probability measures satisfying the condition (1). Many authors investigated those classes ([2], [5]-[9], [20], [21]). In this paper we consider certain subclasses L     ,L
 c1,...,ck  c1(k)  of the classes L .
 c We prove that they coincide with the classes of distributions of series of some random variables and with the classes of limit distributions of some normed sums. We give a characterization of certain classes D
  c1,...,ck  associated with L      .
 c1,...,ck

Urbanik in [18] introduced the concept of the decomposability semigroup associated with probability measure P, as the set of all numbers c, such that P  (-  L
     c  ([11]-[14]). The class L of selfdecomposable distributions coincides with the class of probability measures P such that D(P ) > [0,1]. The class L  ,
 m m > 1, of multiply selfdecomposable distributions may be described as the class of probability measures P such that P  (-  L    ,
     c1,...,cm for every c ,...,c   (-  [0,1],
 1     m or in terms of multiply decomposability semigroups it is equivalent to the inclusion D  (P ) > [0,1]m,
 m where D  (P )
  m is the multiply decomposability semigroup defined by the formula D  (P ) = ((c ,...,c );P  (-  L
  m        1     m       c1,...,cm  ([3], [4], [10], [15]-[17], [19]).

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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