On the Lévy measure of the lognormal and the logCauchy distributions
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Publication:1873832
DOI10.1023/A:1022533817579zbMath1015.60009MaRDI QIDQ1873832
Publication date: 27 May 2003
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
integral equationinfinite divisibilityPoisson mixturegeneralized gamma convolutionThorin measureLaplace and saddlepoint approximationlognormal and logCauchy distribution
Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10)
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