Classes of infinitely divisible distributions and densities
From MaRDI portal
Publication:3915699
DOI10.1007/BF00533713zbMath0464.60016MaRDI QIDQ3915699
Publication date: 1981
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Analytic continuation of functions of one complex variable (30B40)
Related Items (27)
A convolution equation relating the generalized Γ-convolutions and the Bondesson Class ⋮ On Kac functionals of one-dimensional diffusions ⋮ A proof of Bondesson's conjecture on stable densities ⋮ On Exact Sampling of Nonnegative Infinitely Divisible Random Variables ⋮ Limit theorems for hitting times of 1-dimensional generalized diffusions ⋮ A remarkable property of generalized gamma convolutions ⋮ On a Class of Random Probability Measures with General Predictive Structure ⋮ Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations ⋮ Subordinators which are infinitely divisible w.r.t. time: Construction, properties, and simulation of max-stable sequences and infinitely divisible laws ⋮ Generalized gamma convolutions and complete monotonicity ⋮ On subclasses of infinitely divisible distributions on R related to hitting time distributions of 1-dimensional generalized diffusion processes ⋮ Thorin classes of Lévy processes and their transforms ⋮ From Schoenberg to Pick-Nevanlinna: toward a complete picture of the variogram class ⋮ Further examples of GGC and HCM densities ⋮ Volterra integral equations of the first kind and applications to linear diffusions ⋮ Nonparametric low-frequency Lévy copula estimation in a general framework ⋮ Extending the Thorin class ⋮ On the infinite divisibility of the half-Cauchy and other decreasing densities and probability functions on the nonnegative line ⋮ A note on the Galambos copula and its associated Berstein function ⋮ Lévy Copulas: Dynamics and Transforms of Upsilon Type ⋮ Fractional Integrals and Extensions of Selfdecomposability ⋮ Hitting time distributions of single points for 1-dimensional generalized diffusion processes ⋮ Thinned completely random measures with applications in competing risks models ⋮ On sums of independent gamma eandom yariames ⋮ Natural exponential families associated to Pick functions ⋮ New results on generalized gamma convolutions and theB-class ⋮ An eigenvalue decomposition for first hitting times in random walks
Cites Work
- A general result on infinite divisibility
- Unimodality of passage times for one-dimensional strong Markov processes
- First hitting time models for the generalized inverse Gaussian distribution
- On the infinite divisibility of the ratio of two gamma-distributed variables
- Unimodality of infinitely divisible distribution functions of class L
- Some probabilistic properties of Bessel functions
- Some recent results in infinite divisibility
- Eigenvalue expansions for diffusion hitting times
- On generalized gamma and generalized negative binomial convolutions. Part I
- Special Functions, Stieltjes Transforms and Infinite Divisibility
- On generalized gamma and generalized negative binomial convolutions. Part II
- The student t-distribution of any degree of freedom is infinitely divisible
- Some representations of stable random variables as products
- On certain self-decomposable distributions
- On the infinite divisbility of the Pareto distribution
- Some further results in infinite divisibility
- On the infinite divisibility of the lognormal distribution
- On infinite divisibility of powers of a gamma variable
- An extension of Goldie's result and further results in infinite divisibility
- An extension of the notion of a generalized Γ-convolution
- Proof of a conjecture of L. Bondesson concerning infinite divisibility of powers of a gamma variable
- On the infinite divisibility of products of powers of gamma variables
- Poisson mixtures and quasi-infinite divisibility of distributions
- A note on passage times and infinitely divisible distributions
- Note on the Infinite Divisibility of Exponential Mixtures
- A Characterization of Certain Infinitely Divisible Laws
- On the Continuity Properties of $L$ Functions
- Infinite Divisibility and Variance Mixtures of the Normal Distribution
- Log-concavity and log-convexity in passage time densities of diffusion and birth-death processes
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Classes of infinitely divisible distributions and densities
