Nested classes of $C$-decomposable laws
John Bunge · The Annals of Probability · 1997
A random variable $X$ is C-decomposable if $X =_D cX + Y_c$ for all $c$ in $C$, where $_c$ is a random variable independent of $X$ and $C$ is a closed multiplicative subsemigroup of [0, 1]. $X$ is self-decomposable if $C = [0, 1]$ . Extending an idea of Urbanik in the self-decomposable case, we define a decreasing sequence of subclasses of the class of $C$-decomposable laws, for any $C$. We give a structural representation for laws in these classes, and we show that laws in the limiting subclass are infinitely divisible. We also construct noninfinitely divisible examples, some of which are continuous singular.