On Kendall-Ressel and related distributions

zbMath1232.60016MaRDI QIDQ634568

Vladimir V. Vinogradov

Publication date: 16 August 2011

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

zbMATH Keywords

self-decomposabilityLambert \(W\) functionfirst-passage time processreciprocity of natural exponential familiesreproductive exponential dispersion model

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05)

Related Items

Affine relation between an infinitely divisible distribution function and its Lévy measure, New families of subordinators with explicit transition probability semigroup, Multivariate lifetime distributions for the exponential dispersion family

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Enumerative and asymptotic analysis of a moduli space
• Natural real exponential families with cubic variance functions
• Natural exponential families associated to Pick functions
• A hitting time for Lévy processes, with application to dams and branching processes
• Exponential families of stochastic processes
• An extended Laha-Lukacs characterization result based on a regression property
• On the Lambert \(w\) function
• Logarithmically completely monotonic functions relating to the gamma function
• On Lévy measures for infinitely divisible natural exponential families
• Increasing Hazard Rate of Mixtures for Natural Exponential Families
• On the Power-Variance Family of Probability Distributions
• TWO NEW PROOFS OF THE COMPLETE MONOTONICITY OF A FUNCTION INVOLVING THE PSI FUNCTION
• First passage times on zero and one and natural exponential families