On the Lévy measure of the lognormal and the logCauchy distributions

DOI10.1023/A:1022533817579zbMath1015.60009MaRDI QIDQ1873832

Lennart Bondesson

Publication date: 27 May 2003

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

zbMATH Keywords

integral equationinfinite divisibilityPoisson mixturegeneralized gamma convolutionThorin measureLaplace and saddlepoint approximationlognormal and logCauchy distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10)

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