A note on self-decomposability of stable process subordinated to self-decomposable subordinator

DOI10.1016/J.SPL.2005.04.011MaRDI QIDQ2485545zbMATHOpenAlexFDO

Authors Tomasz J. Kozubowski

Publication date 5 August 2005

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2005.04.011

zbMATH Keywords

subordinationunimodalityLinnik distributiongeometric stable law

Mathematics Subject Classification ID

Stable stochastic processes (60G52)

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Cites work

• scientific article; zbMATH DE number 1614382 (Why is no real title available?)
• scientific article; zbMATH DE number 1553355 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• scientific article; zbMATH DE number 3083917 (Why is no real title available?)
• Exponential mixture representation of geometric stable densities
• Generalized gamma convolutions and related classes of distributions and densities
• Integral and asymptotic representations of geo-stable densities
• Multivariate subordination, self-decomposability and stability
• On Mittag-Leffler functions and related distributions
• On geometric-stable laws, a related property of stable processes, and stable densities of exponent one
• On the unimodality of geometric stable laws
• Self-decomposability of the generalized inverse Gaussian and hyperbolic distributions
• Special Functions, Stieltjes Transforms and Infinite Divisibility
• Subordination and self-decomposability
• Unimodality of infinitely divisible distribution functions of class L

Cited in

(3)

• Subordination and self-decomposability
• A note on self-decomposability of stable process subordinated to self-decomposable subordina\-tor
• Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups

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