Selfdecomposable Laws Associated with Hyperbolic Functins
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Abstract: It is shown that the hyperbolic functions can be associated with selfdecomposable distributions (in short: SD probability distributions or L'evy class L probability laws). Consequently, they admit associated background driving L'evy processes (BDLP Y). We interpret the distributions of Y(1) via Bessel squared processes, Bessel bridges and local times.
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Cited in
(13)- On selfdecomposable Stieltjes transforms
- On exact simulation algorithms for some distributions related to Jacobi theta functions
- On the self-decomposability of the half-Cauchy distribution
- Markov semi-groups associated with the complex unimodular group \(\mathrm{Sl}(2,{\mathbb{C}})\)
- The random integral representation conjecture: a quarter of a century later
- On a relation between classical and free infinitely divisible transforms
- On background driving distribution functions (BDDF) for some selfdecomposable variables
- Two novel characterizations of self-decomposability on the half-line
- Self-characteristic distributions
- Some definite integrals arising from selfdecomposable characteristic functions
- Which Urbanik class \(L_k\), do the hyperbolic and the generalized logistic characteristic functions belong to?
- Thorin classes of Lévy processes and their transforms
- Note on the innovation variable of hyperbolic characteristic functions
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