MPS-RR 2000-40
October 2000
Subordination and Selfdecomposability
by:
Ken-Iti Sato
Two facts are established concerning subordination and
selfdecomposability. 1. Any subordinated process arising
from a Brownian motion with drift and a selfdecomposable
subordinator is selfdecomposable. 2. Selfdecomposable
distribtuions of type $G$ are not necessarily of type
$G_{L}$. Consequences of the first fact on smoothness
of the distributions are discussed.
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This paper has now been published in Statist. Probab. Lett. 54, 317--324 (2001)![[MaPhySto logo]](../../Graphics/logo.gif){kind=logo}