A new family of mappings of infinitely divisible distributions related to the Goldie-Steutel-Bondesson class
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Publication:638314
DOI10.1214/EJP.v15-791zbMath1225.60026arXiv0901.3874MaRDI QIDQ638314
Takahiro Aoyama, Makoto Maejima, Alexander M. Lindner
Publication date: 9 September 2011
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0901.3874
infinitely divisible distributioncompound Poisson processstochastic integral mappinglimit of the ranges of the iterated mappingsthe Goldie-Steutel-Bondesson class
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51)
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