Two novel characterizations of self-decomposability on the half-line
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Publication:521972
DOI10.1007/s10959-015-0644-6zbMath1405.60049OpenAlexW2175804101MaRDI QIDQ521972
Steffen Schenk, Jan-Frederik Mai, Matthias Scherer
Publication date: 12 April 2017
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-015-0644-6
copulaexchangeabilityself-decomposabilitycomplete monotonicitySato processself-similar additive processes
Infinitely divisible distributions; stable distributions (60E07) Self-similar stochastic processes (60G18) Exchangeability for stochastic processes (60G09)
Related Items (5)
Exchangeable exogenous shock models ⋮ The deFinetti representation of generalised Marshall-Olkin sequences ⋮ Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes ⋮ The infinite extendibility problem for exchangeable real-valued random vectors ⋮ Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences
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