Abstract

The random variable ζ is called a composed random variable of two random variables ξ and η if its characteristic function has the form ψ(t)=a[φ(t)], where a[z] is the generating function of η and φ(t) is the characteristic function of ξ. In previous papers, we have considered a stability condition for characteristic functions of a class of composed random variables. In this paper, we consider another condition for the characteristic function of the composed random variable of ξ and η if η is also a composed random variable.