On Yamazato's property of unimodal one-sided Lévy processes (Q1198469)
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scientific article; zbMATH DE number 92931
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| English | On Yamazato's property of unimodal one-sided Lévy processes |
scientific article; zbMATH DE number 92931 |
Statements
On Yamazato's property of unimodal one-sided Lévy processes (English)
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16 January 1993
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Yamazato solved the unimodality problem of infinitely divisible distribution of class \(L\), which had been open for a long time. He introduced a notion corresponding to the property \(Y\) coined in this paper, and he proved that every one-sided Lévy process of class \(L\) has this property. The author proves the existence of one-sided unimodal Lévy processes which are not of class \(L\). And he completes the picture by showing the property \(Y\) for all one-sided unimodal Lévy processes. Owing to this, he gets many two-sided unimodal Lévy processes that are not of class \(L\).
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convolution
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infinitely divisible distribution
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unimodal Lévy processes
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0.8649380803108215
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0.8141127228736877
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0.8114876747131348
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0.8067042231559753
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