Closure under infinitely divisible distribution roots and the Embrechts-Goldie conjecture

DOI10.1007/S10986-024-09620-8OpenAlexW4391912965MaRDI QIDQ6126095

Chang Jun Yu, Dong Ya Cheng, Yue-bao Wang, Hui Xu

Publication date: 9 April 2024

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-024-09620-8

zbMATH Keywords

closureLévy distributionclass \(\mathcal{L}(\gamma)\setminus \mathcal{OS}\)infinitely divisible distribution root

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Large deviations (60F10)

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