Class L of multivariate distributions and its subclasses
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Publication:1135566
DOI10.1016/0047-259X(80)90014-7zbMath0425.60013MaRDI QIDQ1135566
Publication date: 1980
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Related Items (39)
Level sets of additive Lévy processes ⋮ Completely operator-selfdecomposable distributions and operator-stable distributions ⋮ A new factorization property of the selfdecomposable probability measures. ⋮ The limits of nested subclasses of several classes of infinitely divisible distributions are identical with the closure of the class of stable distributions ⋮ Random integral representations for classes of limit distributions similar to Lévy class \(L_ 0\) ⋮ Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations ⋮ Nested classes of \(C\)-decomposable laws ⋮ Sample function behavior of increasing processes of class \(L\) ⋮ The random integral representation conjecture: a quarter of a century later ⋮ Nested subclasses of the class of \(\alpha\)-selfdecomposable distributions ⋮ Which Urbanik class \(L_k\), do the hyperbolic and the generalized logistic characteristic functions belong to? ⋮ Convergence to scale-invariant Poisson processes and applications in Dickman approximation ⋮ Selfdecomposability of moving average fractional Lévy processes ⋮ New characterizations of completely monotone functions and Bernstein functions, a converse to Hausdorff's moment characterization theorem ⋮ Absolute continuity of multivariate distributions of class L ⋮ Distributions of selfsimilar and semi-selfsimilar processes with independent increments ⋮ Free self-decomposability and unimodality of the Fuss-Catalan distributions ⋮ SIMPLE PROCESSES AND THE PRICING AND HEDGING OF CLIQUETS ⋮ Fourier transforms of measures from the classes \({\mathcal U}_ \beta{},\;-2 < \beta{}\leq{}-1\) ⋮ Existence and smoothness of transition density for jump-type Markov processes: Applications of Malliavin calculus ⋮ Infinitely divisible multivariate and matrix gamma distributions ⋮ The class of distributions of periodic Ornstein-Uhlenbeck processes driven by Lévy processes ⋮ Self-similar processes with independent increments ⋮ Self-decomposability of weak variance generalised gamma convolutions ⋮ Continuity properties of distributions with some decomposability ⋮ Classes of Infinitely Divisible Distributions and Examples ⋮ Fractional Integrals and Extensions of Selfdecomposability ⋮ AN INTRODUCTION TO THE THEORY OF SELF-SIMILAR STOCHASTIC PROCESSES ⋮ CHARACTERIZATIONS OF THE CLASS OF FREE SELF-DECOMPOSABLE DISTRIBUTIONS AND ITS SUBCLASSES ⋮ Decomposition of a Schur-constant model and its applications ⋮ Nested classes of \(C\)-semi-selfdecomposable distributions ⋮ Limit distributions and one-parameter groups of linear operators on Banach spaces ⋮ Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type ⋮ Absolute continuity of operator-self-decomposable distributions on \(R^ n\) ⋮ Multiply self-decomposable probability measures on ?+ and ?+ ⋮ An integral representation for selfdecomposable banach space valued random variables ⋮ An alternative approach to multiply self-decomposable probability measures on Banach spaces ⋮ On the Range of Exponential Functionals of Lévy Processes ⋮ On certain self-decomposable self-similar processes with independent increments
Cites Work
- Absolute continuity of infinitely divisible distributions
- On the unimodality of multivariate symmetric distribution functions of class L
- A class of isotropic distributions in \(R_n\) and their characteristic functions
- Unimodality of infinitely divisible distribution functions of class L
- Characterization of subclasses of class L probability distributions
- On distribution functions of class L
- On the Continuity Properties of $L$ Functions
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