A note on preservation of self-decomposability under geometric compounding
From MaRDI portal
Publication:1096239
DOI10.1016/0167-7152(88)90066-1zbMath0633.60024MaRDI QIDQ1096239
Publication date: 1988
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(88)90066-1
Erlang distribution; self-decomposable; compound-geometric distributions; Kolmogorov's canonical measure
60E07: Infinitely divisible distributions; stable distributions
60E10: Characteristic functions; other transforms
Cites Work