Representation of infinitely divisible distributions on cones

DOI10.1007/S10959-007-0076-ZzbMATH Open1128.60003OpenAlexW2066850316MaRDI QIDQ2385609FDOQ2385609

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

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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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Cited In (9)

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• Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach
• Infinitely divisible matrix gamma distribution: asymptotic behaviour and parameters estimation
• Infinitely divisible multivariate and matrix gamma distributions
• Lévy subordinators in cones of fuzzy sets
• Lévy processes and infinitely divisible measures in the dual of a nuclear space
• Title not available (Why is that?)
• Asymptotic behavior of some cone-valued infinitely divisible stochastic process through projection

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