%0 Journal Article
%T Semi-Selfdecomposable Laws and Related Processes
%A S Satheesh
%A E Sandhya
%J Mathematics
%D 2004
%I arXiv
%X In this note we identify the class of distributions for {Xn} that can generate a linear, additive, first order auto-regressive scheme that is marginally stationary as semi-selfdecomposable laws. We give a method to construct these distributions. Its implications in subordination and selfdecomposability of Levy processes are given. The discrete analogues of these processes are also discussed.
%U http://arxiv.org/abs/math/0412546v3