A note on self-decomposability of stable process subordinated to self-decomposable subordina\-tor

DOI10.1016/j.spl.2005.04.025zbMath1082.60039OpenAlexW2052583506MaRDI QIDQ2387333

Tomasz J. Kozubowski

Publication date: 2 September 2005

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

Full work available at URL: https://doi.org/10.1016/j.spl.2005.04.025

zbMATH Keywords

unimodalityLinnik distributiongeometric stable law

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stable stochastic processes (60G52)

Related Items (2)

Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions ⋮ A class of probability distributions that is closed with respect to addition as well as multiplication of independent random variables

Cites Work

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• On Mittag-Leffler functions and related distributions
• Generalized gamma convolutions and related classes of distributions and densities
• Unimodality of infinitely divisible distribution functions of class L
• Integral and asymptotic representations of geo-stable densities
• On geometric-stable laws, a related property of stable processes, and stable densities of exponent one
• Exponential mixture representation of geometric stable densities
• Multivariate subordination, self-decomposability and stability
• Special Functions, Stieltjes Transforms and Infinite Divisibility
• Self-decomposability of the generalized inverse Gaussian and hyperbolic distributions
• Subordination and self-decomposability

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