Natural exponential families associated to Pick functions
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Publication:1305260
DOI10.1007/BF02565120zbMath0935.60006MaRDI QIDQ1305260
Publication date: 4 May 2000
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02565120
60E10: Characteristic functions; other transforms
60E05: Probability distributions: general theory
30E20: Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane
62E10: Characterization and structure theory of statistical distributions
30E99: Miscellaneous topics of analysis in the complex plane
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On Kendall-Ressel and related distributions, Gibbs sampling, exponential families and orthogonal polynomials, Affine relation between an infinitely divisible distribution function and its Lévy measure
Cites Work
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- Variance functions with meromorphic means
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- An extension of the notion of a generalized Γ-convolution