A class of multivariate infinitely divisible distributions related to arcsine density

DOI10.3150/10-BEJ348zbMath1242.60016arXiv1205.1654OpenAlexW2038129012MaRDI QIDQ418232

Makoto Maejima, Victor Perez-Abreu, Ken-iti Sato

Publication date: 28 May 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.1654

zbMATH Keywords

infinitely divisible distributionLévy measurearcsine densityclass Ageneral upsilon transformationgeneralized type G distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Related Items (7)

Stationary infinitely divisible processes ⋮ Random matrix models of stochastic integral type for free infinitely divisible distributions ⋮ Remarks on the factorization property of some random integrals ⋮ On the class of distributions of subordinated Lévy processes and bases ⋮ Classes of Infinitely Divisible Distributions and Examples ⋮ Fractional Integrals and Extensions of Selfdecomposability ⋮ Stochastic complex integrals associated with homogeneous independently scattered random measures on the line

Cites Work

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• A note on new classes of infinitely divisible distributions on \(\mathbb{R}^{d}\)
• Relations between the \(\epsilon\)-selfdecomposable and selfdecomposable measures
• Additive processes and stochastic integrals
• Semigroups of Upsilon transformations
• Fractional Integrals and Extensions of Selfdecomposability
• Transformations of infinitely divisible distributions via improper stochastic integrals

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