On the self-decomposability of the Fréchet distribution

DOI10.1016/j.indag.2013.04.006zbMath1287.60023arXiv1302.3097MaRDI QIDQ391070

Pierre Bosch, Thomas Simon

Publication date: 9 January 2014

Published in: Indagationes Mathematicae. New Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.3097

zbMATH Keywords

first passage time; infinite divisibility; exponential functional; self-decomposability; gamma process; Fréchet distribution

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60E05: Probability distributions: general theory

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