Inheritance in Multivariate Subordination

  • Alfonso Rocha-Arteaga
  • Ken-iti Sato
Part of the SpringerBriefs in Probability and Mathematical Statistics book series (SBPMS )


We now study inheritance of Lm property or strict stability from subordinator to subordinated in multivariate subordination. In order to observe this inheritance, we have to assume strict stability of the distribution at each s ∈ K of a K-parameter subordinand {Xs: s ∈ K}. Section 5.1 gives results and examples. Section 5.2 discusses some generalization where the defining condition of selfdecomposability or stability for distributions on \(\mathbb {R}^d\) involves a d × d matrix Q. This is called operator generalization.


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Copyright information

© The Author(s), under exclusive license to Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Alfonso Rocha-Arteaga
    • 1
  • Ken-iti Sato
    • 2
  1. 1.Facultad de Ciencias Físico-MatemáticasUniversidad Autónoma de SinaloaCuliacánMexico
  2. 2.Hachiman-yama 1101-5-103Tenpaku-kuJapan

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