One-dimensional distributions of subordinators with upper truncated Lévy measure, and applications

DOI10.1239/AAP/1246886616zbMATH Open1169.60316OpenAlexW2074030682MaRDI QIDQ5320656FDOQ5320656

Authors: Shai Covo 

Publication date: 22 July 2009

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1246886616

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zbMATH Keywords

weak convergencegamma processsubordinatorcompound Poisson processsmall jumpsLévy processdickman distributionordered jumpstruncated Lévy measure

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Functional limit theorems; invariance principles (60F17)

Cites Work

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• Logarithmic combinatorial structures: A probabilistic approach
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• Random minimal directed spanning trees and Dickman-type distributions
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• The Convolution Powers of the Dickman Function
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• On the distribution of points in a poisson dirichlet process
• Two Differential-Difference Equations Arising in Number Theory
• On stochastic processes connected with certain physical recording apparatuses
• On the extreme flights of one-sided Lévy processes
• On Approximations of Small Jumps of Subordinators with Particular Emphasis on a Dickman-Type Limit

Cited In (4)

• On exact sampling of nonnegative infinitely divisible random variables
• Comparison of two components of a bivariate subordinator and study of the upper envelope of a Lévy process
• A novel single-gamma approximation to the sum of independent gamma variables, and a generalization to infinitely divisible distributions
• On Approximations of Small Jumps of Subordinators with Particular Emphasis on a Dickman-Type Limit

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