Classes of infinitely divisible distributions and examples (Q2807247)
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scientific article; zbMATH DE number 6583007
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| English | Classes of infinitely divisible distributions and examples |
scientific article; zbMATH DE number 6583007 |
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Classes of Infinitely Divisible Distributions and Examples (English)
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19 May 2016
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generalized gamma convolution
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infinitely divisible distribution
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Lévy measure
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mixture of exponential distributions
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nested subclasses
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selfdecomposable distribution
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stable distribution
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stochastic integral with respect to Lévy process
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0.7756593823432922
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0.7726581692695618
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0.7393423914909363
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0.7381028532981873
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