Examples of \(\alpha\)-selfdecomposable distributions

DOI10.1016/J.SPL.2012.09.022zbMath1261.60024OpenAlexW2116053089MaRDI QIDQ1933739

Makoto Maejima, Yohei Ueda

Publication date: 25 January 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.09.022

zbMATH Keywords

infinitely divisible distribution\(\alpha \)-selfdecomposable distributionlogarithm of gamma random variablelogarithm of positive strictly stable random variable

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

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Classes of Infinitely Divisible Distributions and Examples

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