The limits of nested subclasses of several classes of infinitely divisible distributions are identical with the closure of the class of stable distributions

DOI10.1007/s00440-008-0163-9zbMath1173.60307arXiv0712.0206OpenAlexW2080061578MaRDI QIDQ839414

Makoto Maejima, Ken-iti Sato

Publication date: 2 September 2009

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0712.0206

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Related Items (11)

Inversions of infinitely divisible distributions and conjugates of stochastic integral mappings ⋮ Weak drifts of infinitely divisible distributions and their applications ⋮ The random integral representation conjecture: a quarter of a century later ⋮ Stochastic integral and series representations for strictly stable distributions ⋮ Nested subclasses of the class of \(\alpha\)-selfdecomposable distributions ⋮ A class of multivariate infinitely divisible distributions related to arcsine density ⋮ Random matrix models of stochastic integral type for free infinitely divisible distributions ⋮ Fixed points of mappings of infinitely divisible distributions on ⋮ 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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