A refined factorization of the exponential law
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Publication:453305
DOI10.3150/10-BEJ292zbMath1253.60020arXiv1005.4011MaRDI QIDQ453305
Publication date: 19 September 2012
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1005.4011
Lévy processes; subordinator; exponential functional; self-similar Markov process; self-decomposable random variable; Stieltjes moment sequences
60E07: Infinitely divisible distributions; stable distributions
60G51: Processes with independent increments; Lévy processes
60J25: Continuous-time Markov processes on general state spaces
60G18: Self-similar stochastic processes
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