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Contents of PMS, Vol. 22, Fasc. 2,
pages 443 - 456
 

MULTIPLY c -DECOMPOSABLE PROBABILITY MEASURES ON R AND THEIR CHARACTERISTIC FUNCTIONS

Teresa Rajba

Abstract: We obtain the characteristic functions of distributions in L , c,a i.e. a -times c -decomposable distributions in the class of infinitely divisible distributions, where 0 < a < oo , 0 < c < 1. The characteristic functions of a -times selfdecomposable laws (i.e. a -times c -decomposable for each c (- (0,1) ) are well known (see [3], [5], [9], [13]).

2000 AMS Mathematics Subject Classification: 60E0S, 60E07, 60E10.

Key words and phrases: Infinitely divisible measure, decomposable probability measure, selfdecomposable measure.

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