Self-decomposability of weak variance generalised gamma convolutions (Q2289801)
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scientific article; zbMATH DE number 7157650
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| English | Self-decomposability of weak variance generalised gamma convolutions |
scientific article; zbMATH DE number 7157650 |
Statements
Self-decomposability of weak variance generalised gamma convolutions (English)
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24 January 2020
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Bessel function
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Brownian motion
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generalised gamma convolutions
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Hadamard product
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infinite divisibility
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Lévy process
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multivariate subordination
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self-decomposability
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Thorin measure
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weak subordination
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variance-gamma
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variance generalised gamma convolution
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0.8096537590026855
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0.7864322662353516
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0.7370684742927551
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0.7348734736442566
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0.7296995520591736
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