A class of probability distributions that is closed with respect to addition as well as multiplication of independent random variables

DOI10.1007/S10959-013-0523-YzbMATH Open1375.60053OpenAlexW2083392293MaRDI QIDQ895902FDOQ895902

Publication date: 7 December 2015

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-013-0523-y

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infinite divisibility self-decomposability generalized gamma convolution generalized negative binomial convolution hyperbolic complete monotonicity

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Cites Work

On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
Life distributions. Structure of nonparametric, semiparametric, and parametric families.
Title not available (Why is that?)
Bernstein functions. Theory and applications
Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples
Generalized gamma convolutions and related classes of distributions and densities
On the infinite divisbility of the Pareto distribution
On the infinite divisibility of the lognormal distribution
On univariate and bivariate generalized gamma convolutions
On the moment problem
The dimple in Gneiting's spatial-temporal covariance model
Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
Some recent results in infinite divisibility
On the self-decomposability of the Fréchet distribution
Structure of Stieltjes classes of moment-equivalent probability laws
Bayesian nonparametric analysis for a generalized Dirichlet process prior
Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions
On subordinated multivariate Gaussian Lévy processes
On the infinite divisibility of products of powers of gamma variables
Quantile clocks
On a Generalized Gamma Convolution Related to the q-Calculus
The life and work of Olof Thorin (1912–2004)
On the infinite divisibility of the product of two \(\Gamma\)-distributed stochastical variables
A proof of Steutel's conjecture
A note on self-decomposability of stable process subordinated to self-decomposable subordina\-tor
Some further results in infinite divisibility

Cited In (18)

A remarkable property of generalized gamma convolutions
A proof of Bondesson's conjecture on stable densities
On the law of homogeneous stable functionals
Structural properties of generalised Planck distributions
Free infinite divisibility for generalized power distributions with free Poisson term
On the infinite divisibility of inverse beta distributions
On Mixtures of Gamma distributions, distributions with hyperbolically monotone densities and Generalized Gamma Convolutions (GGC)
A comparison of the GB2 and skewed generalized log-t distributions with an application in finance
Over-Dispersed Age-Period-Cohort Models
Some properties of the free stable distributions
REGENERATIVE MUTATION PROCESSES RELATED TO THE SELFDECOMPOSABILITY OF SIBUYA DISTRIBUTIONS
Self-decomposable laws from continuous branching processes
Estimation of multivariate generalized gamma convolutions through Laguerre expansions
Scaling features of two special Markov chains involving total disasters
Density solutions to a class of integro-differential equations
A note on the \(\alpha\)-sun distribution
On the density arising from the domain of attraction of an operator interpolating between sum and supremum: the \(\alpha\)-sun operator
Windings of planar processes, exponential functionals and Asian options

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