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A Technique for Computing the PDFs and CDFs of Nonnegative Infinitely Divisible Random Variables - MaRDI portal

A Technique for Computing the PDFs and CDFs of Nonnegative Infinitely Divisible Random Variables (Q5391093)

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scientific article; zbMATH DE number 5874523
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A Technique for Computing the PDFs and CDFs of Nonnegative Infinitely Divisible Random Variables
scientific article; zbMATH DE number 5874523

    Statements

    A Technique for Computing the PDFs and CDFs of Nonnegative Infinitely Divisible Random Variables (English)
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    5 April 2011
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    infinitely divisible distribution
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    Post-Widder formula
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    stable distribution
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    stochastic integration
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