Selfdecomposability and selfsimilarity: a concise primer

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dc.creatorPetroni, Nicola Cufaro
dc.date2007-08-09
dc.date2007-11-27
dc.date.accessioned2026-07-07T09:36:47Z
dc.date.available2026-07-07T09:36:47Z
dc.descriptionWe summarize the relations among three classes of laws: infinitely divisible, selfdecomposable and stable. First we look at them as the solutions of the Central Limit Problem; then their role is scrutinized in relation to the Levy and the additive processes with an emphasis on stationarity and selfsimilarity. Finally we analyze the Ornstein-Uhlenbeck processes driven by Levy noises and their selfdecomposable stationary distributions, and we end with a few particular examples.
dc.description24 pages, 3 figures; corrected misprint in the title; redactional modifications required by the referee; added references from [16] to [28];. Accepted and in press on Physica A
dc.identifierhttps://arxiv.org/abs/0708.1239
dc.identifierhttp://arxiv.org/abs/0708.1239
dc.identifierPhysica A 387 (2008) 1875-94
dc.identifierdoi:10.1016/j.physa.2007.11.036
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/160242
dc.subjectStatistical Mechanics
dc.subjectProbability
dc.titleSelfdecomposability and selfsimilarity: a concise primer
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