Type \(G\) distributions on \({\mathbb R}^d\)

DOI10.1023/A:1015044726122zbMath1023.60023OpenAlexW2911812073MaRDI QIDQ1610503

Jan Rosiński, Makoto Maejima

Publication date: 20 August 2002

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1015044726122

zbMATH Keywords

series representationLévy representationtype \(G\) distributionsvariance mixture of normal distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stable stochastic processes (60G52)

Related Items (13)

On Lévy Semistationary Processes with a Gamma Kernel ⋮ Inversions of infinitely divisible distributions and conjugates of stochastic integral mappings ⋮ On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes ⋮ Multivariate COGARCH(1, 1) processes ⋮ High level excursion set geometry for non-Gaussian infinitely divisible random fields ⋮ Cone-parameter convolution semigroups and their subordination ⋮ A subclass of type \(G\) selfdecomposable distributions on \(\mathbb R^d\) ⋮ Type \(G\) and spherical distributions on \(\mathbb R^d\) ⋮ Characterization of dependence of multidimensional Lévy processes using Lévy copulas ⋮ Classes of Infinitely Divisible Distributions and Examples ⋮ Construction of non-Gaussian random fields with any given correlation structure ⋮ Fractional Laplace motion ⋮ MatG Random Matrices

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