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One-dimensional distributions of subordinators with upper truncated Lévy measure, and applications - MaRDI portal

One-dimensional distributions of subordinators with upper truncated Lévy measure, and applications (Q5320656)

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scientific article; zbMATH DE number 5581995
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One-dimensional distributions of subordinators with upper truncated Lévy measure, and applications
scientific article; zbMATH DE number 5581995

    Statements

    One-dimensional distributions of subordinators with upper truncated Lévy measure, and applications (English)
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    22 July 2009
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    subordinator
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    Lévy process
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    compound Poisson process
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    truncated Lévy measure
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    ordered jumps
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    gamma process
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    small jumps
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    weak convergence
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    dickman distribution
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