Unimodality of infinitely divisible distribution functions of class L
From MaRDI portal
Publication:1252668
DOI10.1214/aop/1176995474zbMath0394.60017OpenAlexW2020431435MaRDI QIDQ1252668
Publication date: 1978
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176995474
Infinitely divisible distributions; stable distributions (60E07) Probability distributions: general theory (60E05)
Related Items
Level sets of additive Lévy processes ⋮ Some examples on unimodality of Lévy processes ⋮ A note on an article by Artikis ⋮ On the Strong Unimodality of Lévy Processes ⋮ On normal variance-mean mixtures ⋮ A remarkable property of generalized gamma convolutions ⋮ Saddlepoint approximation for the generalized inverse Gaussian Lévy process ⋮ The sample mid-range and symmetrized extremal laws ⋮ Shot Noise Distributions and Selfdecomposability ⋮ A note on preservation of self-decomposability under geometric compounding ⋮ Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability ⋮ PATH INTEGRAL REPRESENTATION FOR SCHRÖDINGER OPERATORS WITH BERNSTEIN FUNCTIONS OF THE LAPLACIAN ⋮ Oscillation of modes of some semi-stable Lévy processes ⋮ Unimodality of the freely selfdecomposable probability laws ⋮ A note on self-decomposability of stable process subordinated to self-decomposable subordina\-tor ⋮ Asymptotic normality of Winsorized means ⋮ Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes ⋮ On modality of Lévy processes corresponding to mixtures of two exponential distributions ⋮ A density function connected with a non-negative self-decomposable random variable ⋮ Sample function behavior of increasing processes of class \(L\) ⋮ An extended Laha-Lukacs characterization result based on a regression property ⋮ Generalized gamma convolutions and complete monotonicity ⋮ Analytic and asymptotic properties of generalized Linnik probability densities ⋮ On the distribution of the Rosenblatt process ⋮ When is coarseness not a curse? Comparative statics of the coarse random utility model ⋮ Class L of multivariate distributions and its subclasses ⋮ Fisher information and convergence to stable laws ⋮ Local subexponentiality and self-decomposability ⋮ Asymptotic analysis of average case approximation complexity of Hilbert space valued random elements ⋮ The basic distributional theory for the product of zero mean correlated normal random variables ⋮ A characterization of Levy probability distribution functions on Euclidean spaces ⋮ Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type ⋮ A method for identifying parameterizations of the compensation election and quadratic voting that admit pure-strategy equilibria ⋮ Analytic properties of noncentral distributions ⋮ On the limit distributions of continuous-state branching processes with immigration ⋮ Tail behaviors of semi-stable distributions ⋮ Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence ⋮ On bounds for the mode and median of the generalized hyperbolic and related distributions ⋮ On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\). ⋮ Parameterizations and modes of stable distributions ⋮ A stochastic discounting model arising in competing risks management ⋮ Local well-posedness and blow-up in the energy space for a class of \(L^2\) critical dispersion generalized Benjamin-Ono equations ⋮ Asymptotic expansions for dervatives of stable laws ⋮ Unimodality of Boolean and monotone stable distributions ⋮ Natural exponential families and self-decomposability ⋮ Free self-decomposability and unimodality of the Fuss-Catalan distributions ⋮ Entropy inequalities for stable densities and strengthened central limit theorems ⋮ On Yamazato's property of unimodal one-sided Lévy processes ⋮ Sufficient conditions for unimodality of non-symmetric Lévy processes ⋮ On characterizations of exponential and gamma distributions ⋮ Model identification for infinite variance autoregressive processes ⋮ Simulation of Brownian motion at first-passage times ⋮ A note on self-decomposability of stable process subordinated to self-decomposable subordinator ⋮ Discounting Certain Random Sums ⋮ Self-similar processes with independent increments ⋮ Subordination and self-decomposability ⋮ Estimation of the covariance function of Gaussian isotropic random fields on spheres, related Rosenblatt-type distributions and the cosmic variance problem ⋮ Confidence bounds for the extremal value of a target function ⋮ Majorizing kernels and stochastic cascades with applications to incompressible Navier-Stokes equations ⋮ Some classes of limit laws containing the stable distributions ⋮ Semi-self-decomposable distributions on \(\mathbb Z_{+}\) ⋮ Classes of Infinitely Divisible Distributions and Examples ⋮ On distribution functions of class L ⋮ The wrapped stable family of distributions as a flexible model for circular data ⋮ EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS ⋮ Bounds of modes and unimodal processes with independent increments ⋮ Classes of infinitely divisible distributions and densities ⋮ Large time unimodality for classical and free Brownian motions with initial distributions ⋮ Positive stable densities and the bell-shape ⋮ On the marginal distribution of a first order autoregressive process ⋮ Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type ⋮ Asymptotic estimates of multi-dimensional stable densities and their applications ⋮ Monotone increment processes, classical Markov processes, and Loewner chains ⋮ On recurrence for self-similar additive processes ⋮ Distributions of class \(L_{\alpha}\) ⋮ Empirical quantile central limit theorems for some self-similar processes ⋮ Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence
