Sufficient conditions for unimodality of non-symmetric Lévy processes
type: Item
instance of: scholarly article
title: Sufficient conditions for unimodality of non-symmetric Lévy processes
zbMATH Open document ID: 0757.60009
author: Toshiro Watanabe
published in: Kodai Mathematical Journal
publication date: 1993-01-16T00:00:00Z
review text: This paper is to improve a previous one by the same author, on non- symmetric unimodal Lévy processes that are not of class \(L\). More precisely it gives sufficient conditions of unimodality, in terms of their Lévy measures. Indeed the author shows the existence of unimodal non-symmetric Lévy processes that are not of class \(L\), and he also gives a necessary and sufficient condition for unimodality of one-sided Lévy processes, while Yamazato proved that every process of class \(L\) is unimodal.
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 60J99
zbMATH DE Number: 92934
zbMATH Keywords: infinitely divisible law
zbMATH Keywords: Yamazato property
zbMATH Keywords: Lévy processes
zbMATH Keywords: unimodality
zbMATH Keywords: class \(L\)
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.2996/kmj/1138039529
OpenAlex ID: W2033996907
cites work: Q5574444
cites work: Bounds of modes and unimodal processes with independent increments
cites work: Behavior of modes of a class of processes with independent increments
cites work: On distribution functions of class L
cites work: On the Zeros of Infinitely Divisible Densities
cites work: Discrete analogues of self-decomposability and stability
cites work: Absolute continuity of infinitely divisible distributions
cites work: Q3033042
cites work: On the Strong Unimodality of Lévy Processes
cites work: On unimodal Lévy processes on the nonnegative integers
cites work: On Yamazato's property of unimodal one-sided Lévy processes
cites work: On the Unimodality of $L$ Functions
cites work: On the unimodality of infinitely divisible distribution functions
cites work: Unimodality of infinitely divisible distribution functions of class L
cites work: On strongly unimodal infinitely divisible distributions
DOI: 10.2996/KMJ/1138039529
description: scientific article; zbMATH DE number 92934