Representation of infinitely divisible distributions on cones

DOI10.1007/S10959-007-0076-ZMaRDI QIDQ2385609zbMATHOpenAlexFDO

Authors Víctor Pérez-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)

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Cites work

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Cited in

(9)

• Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach
• Infinitely divisible matrix gamma distribution: asymptotic behaviour and parameters estimation
• Lévy processes and infinitely divisible measures in the dual of a nuclear space
• Infinitely divisible multivariate and matrix gamma distributions
• Asymptotic behavior of some cone-valued infinitely divisible stochastic process through projection
• Lévy subordinators in cones of fuzzy sets
• Free infinite divisibility of free multiplicative mixtures of the Wigner distribution
• scientific article; zbMATH DE number 3927984 (Why is no real title available?)
• scientific article; zbMATH DE number 4163189 (Why is no real title available?)

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