On Yamazato's property of unimodal one-sided Lévy processes (Q1198469): Difference between revisions

Yamazato solved the unimodality problem of infinitely divisible distribution of class \(L\), which had been open for a long time. He introduced a notion corresponding to the property \(Y\) coined in this paper, and he proved that every one-sided Lévy process of class \(L\) has this property. The author proves the existence of one-sided unimodal Lévy processes which are not of class \(L\). And he completes the picture by showing the property \(Y\) for all one-sided unimodal Lévy processes. Owing to this, he gets many two-sided unimodal Lévy processes that are not of class \(L\).