Representation of infinitely divisible distributions on cones

DOI10.1007/s10959-007-0076-zzbMath1128.60003OpenAlexW2066850316MaRDI QIDQ2385609

Victor Perez-Abreu, Jan Rosiński

Publication date: 12 October 2007

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-007-0076-z

zbMATH Keywords

infinitely divisible distributions on conesLévy-Khintchin formula

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Probability measures on topological spaces (60B05)

Related Items (6)

Lévy processes and infinitely divisible measures in the dual of a nuclear space ⋮ Free infinite divisibility of free multiplicative mixtures of the Wigner distribution ⋮ Infinitely divisible multivariate and matrix gamma distributions ⋮ Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach ⋮ Lévy subordinators in cones of fuzzy sets ⋮ Infinitely divisible matrix gamma distribution: asymptotic behaviour and parameters estimation

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