Nested Subclasses of the Class of $\alpha$-selfdecomposable Distributions

Abstract

A probability distribution $\mu$ on $\mathbf{R}^d$ is selfdecomposable if its characteristic function $\widehat\mu(z), z\in\mathbf{R}^d$, satisfies that for any $b>1$, there exists an infinitely divisible distribution $\rho_b$ satisfying $\widehat\mu(z) = \widehat\mu(b^{-1}z)\widehat\rho_b(z)$. This concept has been generalized to the concept of $\alpha$-selfdecomposability by many authors in the following way. Let $\alpha\in\mathbf{R}$. An infinitely divisible distribution $\mu$ on $\mathbf{R}^d$ is $\alpha$-selfdecomposable, if for any $b>1$, there exists an infinitely divisible distribution $\rho_b$ satisfying $\widehat\mu(z) = \widehat\mu(b^{-1}z)^{b^{\alpha}}\widehat\rho_b(z)$. By denoting the class of all $\alpha$-selfdecomposable distributions on $\mathbf{R}^d$ by $L^{(\alpha)}(\mathbf{R}^d)$, we define in this paper a sequence of nested subclasses of $L^{(\alpha)}(\mathbf{R}^d)$, and investigate several properties of them by two ways. One is by using limit theorems and the other is by using mappings of infinitely divisible distributions.