An extension of the notion of a generalized Γ-convolution

DOI10.1080/03461238.1978.10432021zbMath0392.60015OpenAlexW2079009834MaRDI QIDQ4174009

Olof Thorin

Publication date: 1978

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1978.10432021

zbMATH Keywords

Infinitely Divisible DistributionsMixture of Normal DistributionSelfdecomposableStable Distributions

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Related Items (14)

Means of a Dirichlet process and multiple hypergeometric functions. ⋮ Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations ⋮ Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence ⋮ Extending the Thorin class ⋮ Bilateral gamma distributions and processes in financial mathematics ⋮ Lévy Copulas: Dynamics and Transforms of Upsilon Type ⋮ Fractional normal inverse Gaussian process ⋮ Estimation of the covariance function of Gaussian isotropic random fields on spheres, related Rosenblatt-type distributions and the cosmic variance problem ⋮ Self-decomposability of the generalized inverse Gaussian and hyperbolic distributions ⋮ Fractional Laplace motion ⋮ Classes of infinitely divisible distributions and densities ⋮ Natural exponential families associated to Pick functions ⋮ On Mixtures of Gamma distributions, distributions with hyperbolically monotone densities and Generalized Gamma Convolutions (GGC) ⋮ An eigenvalue decomposition for first hitting times in random walks

Cites Work

• Unnamed Item
• On the infinite divisibility of the product of two \(\Gamma\)-distributed stochastical variables
• The student t-distribution of any degree of freedom is infinitely divisible
• The Bessel Polynomials and the StudenttDistribution
• On the infinite divisbility of the Pareto distribution
• On the infinite divisibility of the lognormal distribution
• On infinite divisibility of powers of a gamma variable
• Infinite Divisibility and Variance Mixtures of the Normal Distribution

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