Background Driving Distribution Functions and Series Representations for Log-Gamma Self-Decomposable Random Variables
DOI10.1137/S0040585X97T990782zbMath1492.60042arXiv1904.04160OpenAlexW4229022990MaRDI QIDQ5074424
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Publication date: 9 May 2022
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.04160
characteristic functionLévy processself-decomposable distributionrandom integrallog-gamma distributioncompound Poisson measurerandom series representation
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Probability distributions: general theory (60E05)
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Cites Work
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