Inversion of analytic characteristic functions and infinite convolutions of exponential and Laplace densities (Q2428531): Difference between revisions

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+.1543
@@ Property / arXiv ID: 1009.1543 / rank @@
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+Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions
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+Generalized gamma convolutions and related classes of distributions and densities
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+First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path
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+On the density of log-spot in the Heston volatility model
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+Gaussian Hilbert Spaces
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+Zeros of Airy function and relaxation process
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+Some probabilistic properties of Bessel functions
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+Infinitely Divisible Laws Associated with Hyperbolic Functions
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+On the Differentiation of Infinite Convolutions
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