Subordinators which are infinitely divisible w.r.t. time: Construction, properties, and simulation of max-stable sequences and infinitely divisible laws (Q5235487)

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scientific article; zbMATH DE number 7116305
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Subordinators which are infinitely divisible w.r.t. time: Construction, properties, and simulation of max-stable sequences and infinitely divisible laws
scientific article; zbMATH DE number 7116305

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    11 October 2019
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    strong infinitely divisible w.r.t. time
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    subordinator
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    infinitely divisible law
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    Pickands dependence function
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    Bondesson class
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    Bernstein function
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    math.PR
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