Recent content by aspiring88

  1. A

    When can I decompose a random variable $Y=X'-X''$?

    Thanks so much @chiro and @bpet. I'm still a bit loss. So you're recommendation is to start with one arbitrary characteristic function that is hopefully decomposable and see if I can craft another one? Thanks again.
  2. A

    When can I decompose a random variable $Y=X'-X''$?

    I am wondering if I can find a decomposition of Y that is absolutely continuous nto two i.i.d. random variables X' and X'' such that Y=X'-X'', where X' is also Lebesgue measure with an almost everywhere positive density w.r.t to the Lebesge mesure. My main intent is to come up with two i.i.d...
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