Properties of stationary distributions of a sequence of generalized Ornstein-Uhlenbeck processes

DOI10.1002/mana.200910223zbMath1239.60010arXiv0909.4935OpenAlexW1990533276MaRDI QIDQ3106294

Ken-iti Sato, Alexander M. Lindner

Publication date: 20 December 2011

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0909.4935

zbMATH Keywords

infinite divisibilitygeneralized Ornstein-Uhlenbeck processDecomposable distributionLevy process, symmetrization of distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10) Continuity and singularity of induced measures (60G30)

Related Items (14)

On Lévy Semistationary Processes with a Gamma Kernel ⋮ A criterion of quasi-infinite divisibility for discrete laws ⋮ Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions ⋮ On weak convergence of quasi-infinitely divisible laws ⋮ Quasi-infinite divisibility and three-point probability laws ⋮ Spectral representations of characteristic functions of discrete probability laws ⋮ A quasi-infinitely divisible characteristic function and its exponentiation ⋮ Behaviors of multivariable finite Euler products in probabilistic view ⋮ On convergence and compactness in variation with a shift of discrete probability laws ⋮ Asymptotic properties of Fourier transforms of \(b\)-decomposable distributions ⋮ On quasi-infinitely divisible distributions ⋮ Compactness criteria for quasi-infinitely divisible distributions on the integers ⋮ On multivariate quasi-infinitely divisible distributions ⋮ A complete Riemann zeta distribution and the Riemann hypothesis

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