On background driving distribution functions (BDDF) for some selfdecomposable variables

DOI10.14708/ma.v49i2.7103zbMath1499.60050arXiv2109.02043OpenAlexW4220662038MaRDI QIDQ5064479

Zbyszek J. Jurek

Publication date: 16 March 2022

Published in: Mathematica Applicanda (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.02043

zbMATH Keywords

logistic distributionWiener processchi-square distributiongamma distributionnon-central chi-square distributionselfdecomposabilityhyperbolic distributiont-Student distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50) Characterization and structure theory of statistical distributions (62E10)

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