On the self-decomposability of the Fréchet distribution
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Publication:391070
DOI10.1016/j.indag.2013.04.006zbMath1287.60023arXiv1302.3097MaRDI QIDQ391070
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
first passage time; infinite divisibility; exponential functional; self-decomposability; gamma process; Fréchet distribution
60E07: Infinitely divisible distributions; stable distributions
60E05: Probability distributions: general theory
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