Infinitely divisible distributions arising from first crossing times and related results

DOI10.1007/s13171-012-0002-zzbMath1277.60034OpenAlexW2013243658MaRDI QIDQ2392502

Vanamamalai Seshadri, Joe, Harry

Publication date: 1 August 2013

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-012-0002-z

zbMATH Keywords

Infinitely divisible distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Related Items (2)

Affine relation between an infinitely divisible distribution function and its Lévy measure ⋮ Short proofs in extrema of spectrally one sided Lévy processes

Cites Work

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• A Class of Distributions in the First Emptiness of a Semi-Infinite Reservoir
• A Generalized Negative Binomial Distribution
• Univariate Discrete Distributions

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