Self-decomposability of the generalized inverse Gaussian and hyperbolic distributions

DOI10.1007/BF00533246zbMath0377.60020MaRDI QIDQ4157334

C. Halgreen

Publication date: 1979

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Cites Work

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• The student t-distribution of any degree of freedom is infinitely divisible
• On the infinite divisbility of the Pareto distribution
• On infinite divisibility of powers of a gamma variable
• An extension of the notion of a generalized Γ-convolution
• Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions

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