Supremum self-decomposable random vectors

DOI10.1007/BF00343894zbMath0601.60017MaRDI QIDQ1081189

Gerard Gerritse

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

selfdecomposable measuressub stable measuressup infinite divisiblesup selfdecomposable

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Related Items (7)

The index of the outstanding observation among n independent ones ⋮ Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors ⋮ The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure ⋮ Stochastic integral representations and classification of sum- and max-infinitely divisible processes ⋮ Stability and self‐decomposability of semi‐group valued random variables ⋮ Maxima of independent, non-identically distributed Gaussian vectors ⋮ Random capacities and their distributions

Cites Work

• Convergence and existence of random set distributions
• On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
• Positive definite functions on Abelian semigroups
• An integral representation for selfdecomposable banach space valued random variables
• Max-infinite divisibility
• Limit theory for multivariate sample extremes
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