%0 Journal Article
%T Selfdecomposability and selfsimilarity: a concise primer
%A Nicola Cufaro Petroni
%J Mathematics
%D 2007
%I arXiv
%R 10.1016/j.physa.2007.11.036
%X We summarize the relations among three classes of laws: infinitely divisible, selfdecomposable and stable. First we look at them as the solutions of the Central Limit Problem; then their role is scrutinized in relation to the Levy and the additive processes with an emphasis on stationarity and selfsimilarity. Finally we analyze the Ornstein-Uhlenbeck processes driven by Levy noises and their selfdecomposable stationary distributions, and we end with a few particular examples.
%U http://arxiv.org/abs/0708.1239v3