Subordination and self-decomposability

DOI10.1016/S0167-7152(01)00110-9zbMath0995.60046OpenAlexW2080775076WikidataQ127006347 ScholiaQ127006347MaRDI QIDQ5953984

Ken-iti Sato

Publication date: 21 October 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(01)00110-9

zbMATH Keywords

subordinationBrownian motion with driftdistribution of the type \(G\)self-decomposable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51)

Related Items (19)

On normal variance-mean mixtures ⋮ Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups ⋮ Shot Noise Distributions and Selfdecomposability ⋮ Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations ⋮ A note on self-decomposability of stable process subordinated to self-decomposable subordina\-tor ⋮ A density function connected with a non-negative self-decomposable random variable ⋮ On the self-decomposability of the Fréchet distribution ⋮ Thorin classes of Lévy processes and their transforms ⋮ On the unimodality of power transformations of positive stable densities ⋮ Cone-parameter convolution semigroups and their subordination ⋮ Fractional Discrete Processes: Compound and Mixed Poisson Representations ⋮ Some results on subordination, selfdecomposability and operator semi-stability ⋮ A note on self-decomposability of stable process subordinated to self-decomposable subordinator ⋮ COVARIANCE-PARAMETER LÉVY PROCESSES IN THE SPACE OF TRACE-CLASS OPERATORS ⋮ Fractional normal inverse Gaussian process ⋮ On subordinated multivariate Gaussian Lévy processes ⋮ Time-changed Poisson processes of order k ⋮ Building multivariate Sato models with linear dependence ⋮ MatG Random Matrices

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Generalized gamma convolutions and related classes of distributions and densities
• Unimodality of infinitely divisible distribution functions of class L
• Multivariate subordination, self-decomposability and stability
• On mixtures of the normal distribution by the generalized gamma convolutions
• Special Functions, Stieltjes Transforms and Infinite Divisibility
• An extension of Goldie's result and further results in infinite divisibility
• Self-decomposability of the generalized inverse Gaussian and hyperbolic distributions
• On distribution functions of class L
• Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions

This page was built for publication: Subordination and self-decomposability