A note on the \(\alpha\)-sun distribution

DOI10.1214/23-ecp526zbMath1519.60026arXiv2301.09180MaRDI QIDQ6110552

Thomas Simon

Publication date: 2 August 2023

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2301.09180

zbMATH Keywords

subordinatorintegro-differential equationmultiplicative martingaleperpetuitygeneralized gamma convolution\(\alpha\)-sun random variable

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Extreme value theory; extremal stochastic processes (60G70) Integro-ordinary differential equations (45J05)

Related Items (1)

On the density arising from the domain of attraction of an operator interpolating between sum and supremum: the \(\alpha\)-sun operator

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