Affine relation between an infinitely divisible distribution function and its Lévy measure

DOI10.1016/j.jmaa.2021.125008zbMath1465.60018OpenAlexW3126883660MaRDI QIDQ2661178

Anthony G. Pakes

Publication date: 1 April 2021

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2021.125008

zbMATH Keywords

infinite divisibilitygeneralized gamma convolutionKendall identityspectrally positive Lévy processesgeneralized negative-binomial convolutionlogarithmically completely monotone functions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51)

Uses Software

• DLMF

Cites Work

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