Infinite divisibility of random variables and their integer parts

DOI10.1016/0167-7152(95)00135-2zbMath0861.60025OpenAlexW2111982684MaRDI QIDQ1922251

Gundorph K. Kristiansen, F. W. Steutel, Lennart Bondesson

Publication date: 15 September 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00135-2

zbMATH Keywords

infinite divisibilitylog-convexityMittag-Leffler distributionpassage times

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Markov processes (60J99)

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Stochastic solution of space-time fractional diffusion equations ⋮ Correlation structure of fractional Pearson diffusions ⋮ First passage times for some classes of fractional time-changed diffusions ⋮ Fractional Skellam processes with applications to finance ⋮ Feynman-Kac formula for tempered fractional general diffusion equations with nonautonomous external potential ⋮ Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations ⋮ Fractional Pearson diffusions ⋮ Correlation structure of time-changed Pearson diffusions ⋮ Censored stable subordinators and fractional derivatives ⋮ Triangular array limits for continuous time random walks ⋮ Limit theorems for continuous-time random walks with infinite mean waiting times ⋮ An \(L_q (L_p)\)-theory for diffusion equations with space-time nonlocal operators ⋮ Stochastic solutions for fractional wave equations ⋮ Extremal limit theorems for observations separated by random power law waiting times ⋮ Space–Time Duality for Fractional Diffusion ⋮ Scaled Sibuya distribution and discrete self-decomposability ⋮ Generalized grey Brownian motion local time: existence and weak approximation

Cites Work

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• Generalized gamma convolutions and related classes of distributions and densities
• A proof of Steutel's conjecture
• On Sums Modulo 2π of Independent Random Variables
• On the independence of integer and fractional parts
• On certain self-decomposable distributions
• On the tails of infinitely divisible distributions
• Inequalities: theory of majorization and its applications
• The limit behavior of maxima modulo one and the number of maxima

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