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Contents of PMS, Vol. 19, Fasc. 2,
pages 413 - 419
 

SELFDECOMPOSABILITY PERPETUITY LAWS AND STOPPING TIMES

Zbigniew J. Jurek

Abstract: The decomposability property of Lévy class L of probability distributions, on a Banaeh space, is extended to a family of stopping times associated with background driving Lévy processes (BDLP). As consequences, this allows us to show that all selfdecom-posable measures are perpetuity laws and to get a representation of gamma distribution as an infinite product of independent uniform distributions.

1991 AMS Mathematics Subject Classification: Primary -; Secondary -;

Key words and phrases: -

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