THE CLASS OF TYPE G DISTRIBUTIONS ON Rd AND RELATED SUBCLASSES OF INFINITELY DIVISIBLE DISTRIBUTIONS

DOI10.1515/dema-2001-0204zbMath0989.60016OpenAlexW803934970MaRDI QIDQ2732342

Jan Rosiński, Makoto Maejima

Publication date: 22 July 2002

Published in: Demonstratio Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/dema-2001-0204

zbMATH Keywords

infinitely divisibleLévy processself-decomposable

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10)

Related Items (8)

The limits of nested subclasses of several classes of infinitely divisible distributions are identical with the closure of the class of stable distributions ⋮ A class of random matrices with infinitely divisible determinants ⋮ 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 ⋮ A characterization of subclasses of semi-selfdecomposable distributions by stochastic integral representations ⋮ Classes of Infinitely Divisible Distributions and Examples ⋮ Fractional Laplace motion

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