Cumulants of infinitely divisible distributions

DOI10.1515/ROSE.2009.007zbMath1224.60023MaRDI QIDQ3077690

Truc T. Nguyen, John T. Chen, Arjun K. Gupta, Damodar N. Shanbhag

Publication date: 22 February 2011

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

zbMATH Keywords

momentsinfinitely divisible distributionscumulantmixtures of exponential distributionsLévy spectral measureself-decomposable distributionsgeneralized gamma convolution familyKolmogorov spectral measure

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Related Items

Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability ⋮ On a new Class of Tempered Stable Distributions: Moments and Regular Variation ⋮ Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes

Cites Work

• Discrete analogues of self-decomposability and stability
• Natural exponential families with quadratic variance functions
• Testing for Poissonity-normality vs. other infinite divisibility
• On Infinitely Divisible Random Vectors
• Oil exploration: sequential decisions in the face of uncertainty
• Some results on the decomposability of the distribution of quadratic expressions
• The student t-distribution of any degree of freedom is infinitely divisible
• On certain self-decomposable distributions
• Some further results in infinite divisibility
• Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
• A proof of the conjecture on positive skewness of generalised inverse Gaussian distributions
• Note on the Infinite Divisibility of Exponential Mixtures
• On extreme stable laws and some applications
• A Test of the Significance of the Difference Between Means of Samples from Two Normal Populations Without Assuming Equal Variances

This page was built for publication: Cumulants of infinitely divisible distributions