MPS-RR 2003-12
June 2003
The class $I(c)$ of stationary distributions of periodic Ornstein-Uhlenbeck processes with parameter $c$ driven by Léevy processes is analyzed. A characterization of $I(c)$ analogous to a well-known characterization of the selfdecomposable distributions is given. The relations between $I(c)$ for varying values of $c$ and the relations with the class of selfdecomposable distributions and with the nested classes $L_m$ are discussed.
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