A Technique for Computing the PDFs and CDFs of Nonnegative Infinitely Divisible Random Variables (Q5391093)
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scientific article; zbMATH DE number 5874523
Language | Label | Description | Also known as |
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English | A Technique for Computing the PDFs and CDFs of Nonnegative Infinitely Divisible Random Variables |
scientific article; zbMATH DE number 5874523 |
Statements
A Technique for Computing the PDFs and CDFs of Nonnegative Infinitely Divisible Random Variables (English)
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5 April 2011
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infinitely divisible distribution
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Post-Widder formula
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stable distribution
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stochastic integration
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