MPS-RR 2000-41
October 2000

The Class Type $G$ Distributions on $mathbb{R}^{d}$ and Related Subclasses of Infinitely Divisible Distributions

by:

Makoto Maejima, Jan Rosinski

Abstract

Classes of infinitely divisible distributions obtained by iteration of Gaussian randomization of Lévy measures are introduced and studied. Their relation to Urbanik-Sato nested classes of selfcecomposable distributions is also established.

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This paper has now been published in Demonstratio Math. 34, 251--266 (2001)