Some recent results in infinite divisibility

DOI10.1016/0304-4149(73)90008-2zbMath0259.60011OpenAlexW2145244521MaRDI QIDQ2560000

F. W. Steutel

Publication date: 1973

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://research.utwente.nl/en/publications/some-recent-results-in-infinite-divisibility(ce366571-3cda-46c8-bf20-d8b7d2205948).html

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items (28)

Random record processes and state dependent thinning ⋮ Generalized gamma convolutions and complete monotonicity ⋮ Infinitely divisible sequences ⋮ On the self-decomposability of the Fréchet distribution ⋮ A class of probability distributions that is closed with respect to addition as well as multiplication of independent random variables ⋮ On the infinite divisibility of the half-Cauchy and other decreasing densities and probability functions on the nonnegative line ⋮ Size bias for one and all ⋮ On certain self-decomposable distributions ⋮ On the infinite divisbility of the Pareto distribution ⋮ Some further results in infinite divisibility ⋮ On generalized gamma and generalized negative binomial convolutions. Part I ⋮ On the infinite divisibility of the lognormal distribution ⋮ On infinite divisibility of powers of a gamma variable ⋮ An extension of Goldie's result and further results in infinite divisibility ⋮ Compound Poisson models in actuarial risk theory ⋮ On the infinite divisibility of the product of two \(\Gamma\)-distributed stochastical variables ⋮ On multivariate infinitely divisible distributions ⋮ On the infinite divisibility of the ratio of two gamma-distributed variables ⋮ On generalized gamma and generalized negative binomial convolutions. Part II ⋮ On the infinite divisibility of products of powers of gamma variables ⋮ On the self-decomposability of the half-Cauchy distribution ⋮ When is the Conway-Maxwell-Poisson distribution infinitely divisible? ⋮ Classes of infinitely divisible distributions and densities ⋮ Measuring operational risk using a mean scaled individual risk model ⋮ Convolution mixtures of infinitely divisible distributions ⋮ Some recent results in infinite divisibility ⋮ Counterexamples to Robertson's conjecture ⋮ An eigenvalue decomposition for first hitting times in random walks

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