Self-decomposable laws from continuous branching processes

DOI10.1007/S10959-019-00886-0zbMath1461.60015OpenAlexW2917453731WikidataQ128383250 ScholiaQ128383250MaRDI QIDQ2297328

Anthony G. Pakes

Publication date: 18 February 2020

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-019-00886-0

zbMATH Keywords

stable lawsconvolution equivalencesubordinatorsLambert \(W\)-functionself-decomposable lawscontinuous state branchingspecial and Thorin-Bernstein functions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10) Laplace transform (44A10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (2)

Affine relation between an infinitely divisible distribution function and its Lévy measure ⋮ On the law of terminal value of additive martingales in a remarkable branching stable process

Uses Software

• DLMF

Cites Work

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