Classes of infinitely divisible distributions and examples

DOI10.1007/978-3-319-23138-9_1MaRDI QIDQ2807247zbMATH OpenOpenAlexFDO

Authors M. Maejima

Publication date 19 May 2016

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-23138-9_1

zbMATH Keywords

generalized gamma convolutioninfinitely divisible distributionLévy measuremixture of exponential distributionsnested subclassesselfdecomposable distributionstable distributionstochastic integral with respect to Lévy process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05)

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Cited in

(3)

• Random matrix models for datasets with fixed time horizons
• On Ole E. Barndorff-Nielsen's contributions to classical and free infinite divisibility and Lévy processes
• On the simulation of general multivariate gamma distributions using Dickman approximations

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