Three classes of decomposable distributions

DOI10.1515/MATH-2020-0124MaRDI QIDQ2053576zbMATH OpenOpenAlexFDO

Authors Wissem Jedidi, Kholoud Basalim, Safa Bridaa

Publication date 29 November 2021

Published in Open Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1515/math-2020-0124

zbMATH Keywords

Bernstein functionscomplete monotonicityconcavityconvexityinfinite divisibilityLaplace transformMellin-Euler differential operatorstable distributionsubordinators

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Review text

The paper investigates a subclass of positive infinitely divisible random variables \(X\) such that \(cX\mathop = \limits^d {X_c} + {Z_c}\) for any \(c \in (0,1)\), where \(\mathop = \limits^d \) denotes the equality of distributions, \({X_c}\) is the value of a subordinator \(({X_t},t \ge 0)\) at the moment \(t = c\), \({Z_c}\) is a random variable independent of \({X_c}\), and \(X = {X_1}\). It refines some previously obtained results.

Recommendations

• Nested classes of \(C\)-decomposable laws
• scientific article; zbMATH DE number 3860068
• On certain subclasses of the classes L_c
• On positive distributions of the class L of self-decompsable laws
• Classes of infinitely divisible distributions on R^d related to the class of selfdecomposable distributions

Cites work

• An introduction to the theory of functional equations and inequalities. Cauchy's equation and Jensen's inequality. Edited by Attila Gilányi
• Bernstein functions. Theory and applications
• scientific article; zbMATH DE number 3947305 (Why is no real title available?)
• scientific article; zbMATH DE number 194090 (Why is no real title available?)
• scientific article; zbMATH DE number 2031102 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• Introductory lectures on fluctuations of Lévy processes with applications.
• Limit distributions and one-parameter groups of linear operators on Banach spaces
• Mittag-Leffler functions, related topics and applications
• New characterizations of completely monotone functions and Bernstein functions, a converse to Hausdorff's moment characterization theorem
• New representation theorems for completely monotone and Bernstein functions with convexity properties on their measures
• On exponential functionals, harmonic potential measures and undershoots of subordinators
• On the unimodality of power transformations of positive stable densities
• Reciprocally convex functions
• Subadditive periodic functions

Cited in

(3)

• Strong decomposition of random variables
• A note on a generalization of an infinite decomposability result
• Generalized unimodality and subordinators, with applications to stable laws and to the Mittag-Leffler function

This page was built for publication: Three classes of decomposable distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2053576)