On the self-decomposability of the Fréchet distribution

DOI10.1016/j.indag.2013.04.006zbMath1287.60023arXiv1302.3097OpenAlexW2962777862MaRDI QIDQ391070

Pierre Bosch, Thomas Simon

Publication date: 9 January 2014

Published in: Indagationes Mathematicae. New Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.3097

zbMATH Keywords

first passage timeinfinite divisibilityexponential functionalself-decomposabilitygamma processFréchet distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Probability distributions: general theory (60E05)

Related Items (5)

Density solutions to a class of integro-differential equations ⋮ On the infinite divisibility of inverse beta distributions ⋮ A class of probability distributions that is closed with respect to addition as well as multiplication of independent random variables ⋮ On the law of homogeneous stable functionals ⋮ Classes of Infinitely Divisible Distributions and Examples

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Intertwining certain fractional derivatives
• A refined factorization of the exponential law
• The upper envelope of positive self-similar Markov Processes
• Generalized gamma convolutions and related classes of distributions and densities
• First hitting time models for the generalized inverse Gaussian distribution
• Some probabilistic properties of Bessel functions
• On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes
• On subordinators, self-similar Markov processes and some factorizations of the exponential variable
• Further examples of GGC and HCM densities
• Some recent results in infinite divisibility
• The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
• Sur certaines fonctionnelles exponentielles du mouvement brownien réel
• The student t-distribution of any degree of freedom is infinitely divisible
• An extension of Goldie's result and further results in infinite divisibility
• Subordination and self-decomposability

This page was built for publication: On the self-decomposability of the Fréchet distribution