Subordination and self-decomposability
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Two facts concerning subordination and self-decomposability are established. It is proved that any subordinated process arizing from a Brownian motion with drift and a self-decomposable subordinator is self-decomposable, and that self-decomposable distributions of type \(G\) are not necessarily of type \(G_L\).
Recommendations
- SUBORDINATION, SELF-DECOMPOSABILITY AND SEMI-STABILITY
- A note on self-decomposability of stable process subordinated to self-decomposable subordina\-tor
- Some results on subordination, selfdecomposability and operator semi-stability
- Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups
- A note on self-decomposability of stable process subordinated to self-decomposable subordinator
Cites work
- An extension of Goldie's result and further results in infinite divisibility
- Generalized gamma convolutions and related classes of distributions and densities
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- scientific article; zbMATH DE number 4201251 (Why is no real title available?)
- scientific article; zbMATH DE number 837326 (Why is no real title available?)
- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
- Multivariate subordination, self-decomposability and stability
- On distribution functions of class L
- On mixtures of the normal distribution by the generalized gamma convolutions
- Self-decomposability of the generalized inverse Gaussian and hyperbolic distributions
- Special Functions, Stieltjes Transforms and Infinite Divisibility
- Unimodality of infinitely divisible distribution functions of class L
Cited in
(25)- Cone-parameter convolution semigroups and their subordination
- Fractional normal inverse Gaussian process
- Self-decomposability of weak variance generalised gamma convolutions
- On normal variance-mean mixtures
- A note on self-decomposability of stable process subordinated to self-decomposable subordina\-tor
- Some results on subordination, selfdecomposability and operator semi-stability
- A note on self-decomposability of stable process subordinated to self-decomposable subordinator
- On the unimodality of power transformations of positive stable densities
- MatG Random Matrices
- A note on semi-selfdecomposability and operator semi-stability in subordination
- SUBORDINATION, SELF-DECOMPOSABILITY AND SEMI-STABILITY
- On the self-decomposability of the Fréchet distribution
- COVARIANCE-PARAMETER LÉVY PROCESSES IN THE SPACE OF TRACE-CLASS OPERATORS
- Shot Noise Distributions and Selfdecomposability
- A density function connected with a non-negative self-decomposable random variable
- Time-changed Poisson processes of order k
- Selfdecomposable fields
- Building multivariate Sato models with linear dependence
- Fractional discrete processes: compound and mixed Poisson representations
- Thorin classes of Lévy processes and their transforms
- The variance gamma++ process and applications to energy markets
- The normal-generalised gamma-Pareto process: a novel pure-jump Lévy process with flexible tail and jump-activity properties
- Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups
- Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
- On subordinated multivariate Gaussian Lévy processes
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