Two novel characterizations of self-decomposability on the half-line
DOI10.1007/S10959-015-0644-6zbMATH Open1405.60049OpenAlexW2175804101MaRDI QIDQ521972FDOQ521972
Authors: Jan-Frederik Mai, Steffen Schenk, Matthias Scherer 
Publication date: 12 April 2017
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-015-0644-6
Recommendations
copulaexchangeabilitycomplete monotonicityself-decomposabilitySato processself-similar additive processes
Infinitely divisible distributions; stable distributions (60E07) Exchangeability for stochastic processes (60G09) Self-similar stochastic processes (60G18)
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Cited In (9)
- The infinite extendibility problem for exchangeable real-valued random vectors
- Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences
- Exchangeable exogenous shock models
- The deFinetti representation of generalised Marshall-Olkin sequences
- Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes
- Looking for martingales associated to a self-decomposable law
- Remarks on the selfdecomposability and new examples
- Self-decomposable laws from continuous branching processes
- Selfdecomposable Laws Associated with Hyperbolic Functins
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