Decomposition problem of probability measures related to monotone regularly varying functions
Takaaki Shimura · Nagoya Mathematical Journal · 1994
This paper deals with a decomposition problem for some classes of distributions. Let D be a given class of distribution on R1, which we are interested in. After showing that the class D is closed under convolution, our purpose is to give an answer to the inverse problem: if the convolution of two distributions μ1 and (μ2 belongs to D, then do μ1 and μ2 belong to D?