Sums of Dufresne random variables

MaRDI QIDQ5290216zbMATH OpenFDO

Authors Jean-François Chamayou

Publication date 28 April 2006

zbMATH Keywords

Bessel functionsbetadouble gamma and Dufresne distributionsgammaGauss hypergeoemtric fucntionsinfinite divisibilityKampé de Fériet seriesLévy processesOrr-Darling productsparabolic cylinder functions

Mathematics Subject Classification ID

Other special orthogonal polynomials and functions (33C47) Central limit and other weak theorems (60F05) Brownian motion (60J65) Characterization and structure theory of statistical distributions (62E10)

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Cited in

(3)

• Additive properties of the Dufresne laws and their multivariate extension
• On generalized stable and related laws
• On the stochastic equation \(\mathcal{L}(Z) = \mathcal{L} [V(X + Z)]\) and properties of Mittag-Leffler distributions

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