Convolution mixtures of infinitely divisible distributions

DOI10.1017/S0305004100058576MaRDI QIDQ3920359zbMATH OpenOpenAlexFDO

Authors John T. Kent

Publication date 1981

Published in Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0305004100058576

zbMATH Keywords

convolution algebraconvolution mixturesFourier transformsinfinitely divisible distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Cites work

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Cited in

(2)

• A remarkable property of generalized gamma convolutions
• An eigenvalue decomposition for first hitting times in random walks

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