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A note on the \(\alpha\)-sun distribution - MaRDI portal

A note on the \(\alpha\)-sun distribution (Q6110552)

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scientific article; zbMATH DE number 7721285
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English
A note on the \(\alpha\)-sun distribution
scientific article; zbMATH DE number 7721285

    Statements

    title
    A note on the \(\alpha\)-sun distribution (English)
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    author
    Thomas Simon
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    publication date
    2 August 2023
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    zbMATH Keywords
    generalized gamma convolution
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    integro-differential equation
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    multiplicative martingale
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    perpetuity
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    subordinator
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    \(\alpha\)-sun random variable
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    Identifiers

    arXiv ID
    2301.09180
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    Mathematics Subject Classification ID
    60E07
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    45J05
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    60G51
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    60G70
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    zbMATH DE Number
    7721285
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    DOI
    10.1214/23-ECP526
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