An extension of the notion of a generalized Γ-convolution
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Publication:4174009
DOI10.1080/03461238.1978.10432021zbMath0392.60015OpenAlexW2079009834MaRDI QIDQ4174009
Publication date: 1978
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1978.10432021
Infinitely Divisible DistributionsMixture of Normal DistributionSelfdecomposableStable Distributions
Related Items (14)
Means of a Dirichlet process and multiple hypergeometric functions. ⋮ Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations ⋮ Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence ⋮ Extending the Thorin class ⋮ Bilateral gamma distributions and processes in financial mathematics ⋮ Lévy Copulas: Dynamics and Transforms of Upsilon Type ⋮ Fractional normal inverse Gaussian process ⋮ Estimation of the covariance function of Gaussian isotropic random fields on spheres, related Rosenblatt-type distributions and the cosmic variance problem ⋮ Self-decomposability of the generalized inverse Gaussian and hyperbolic distributions ⋮ Fractional Laplace motion ⋮ Classes of infinitely divisible distributions and densities ⋮ Natural exponential families associated to Pick functions ⋮ On Mixtures of Gamma distributions, distributions with hyperbolically monotone densities and Generalized Gamma Convolutions (GGC) ⋮ An eigenvalue decomposition for first hitting times in random walks
Cites Work
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- On the infinite divisibility of the product of two \(\Gamma\)-distributed stochastical variables
- The student t-distribution of any degree of freedom is infinitely divisible
- The Bessel Polynomials and the StudenttDistribution
- On the infinite divisbility of the Pareto distribution
- On the infinite divisibility of the lognormal distribution
- On infinite divisibility of powers of a gamma variable
- Infinite Divisibility and Variance Mixtures of the Normal Distribution
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