On Kendall-Ressel and related distributions
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Publication:634568
zbMath1232.60016MaRDI QIDQ634568
Publication date: 16 August 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
self-decomposabilityLambert \(W\) functionfirst-passage time processreciprocity of natural exponential familiesreproductive exponential dispersion model
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05)
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Affine relation between an infinitely divisible distribution function and its Lévy measure, New families of subordinators with explicit transition probability semigroup, Multivariate lifetime distributions for the exponential dispersion family
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