Rational characteristic functions and geometric infinite divisibility

DOI10.1016/J.JMAA.2009.11.034MaRDI QIDQ2267482zbMATH OpenOpenAlexFDO

Authors Tomasz J. Kozubowski, Krzysztof Podgórski

Publication date 1 March 2010

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2009.11.034

zbMATH Keywords

geometric distributioninverse Fourier transformskewed Laplace distributionconvolution of exponential distributionsmixture of Laplace distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

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Cites work

• scientific article; zbMATH DE number 1614382 (Why is no real title available?)
• scientific article; zbMATH DE number 5356223 (Why is no real title available?)
• scientific article; zbMATH DE number 2031102 (Why is no real title available?)
• scientific article; zbMATH DE number 1525329 (Why is no real title available?)
• A Problem of Zolotarev and Analogs of Infinitely Divisible and Stable Distributions in a Scheme for Summing a Random Number of Random Variables
• An exponential moving-average sequence and point process (EMA1)
• Laplace transforms which are negative powers of quadratic polynomials

Cited in

(5)

• scientific article; zbMATH DE number 4020089 (Why is no real title available?)
• A note on the Cauchy-type mixture distributions
• Some characterizations of the natural exponential families in \(\mathbb{R}^2\) and related Laplace transforms
• On geometric infinite divisibility and stability
• Inversion of analytic characteristic functions and infinite convolutions of exponential and Laplace densities

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