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Some multivariate infinitely divisible distributions and their projections
multivariate infinitely divisible distributions projections
2009/9/22
Recently K. Sato constructed an inlinitely divisible
probability distribution p on Rd such that pis not selfdecomposable but
every projection of y to a lower dmensional space is selfdecomposablc.
L...
Transformations of infinitely divisible distributions via improper stochastic integrals
improper stochastic integral independently scattered random measure innitely divisible distribution Levy measure
2009/6/12
Transformations of infinitely divisible distributions via improper stochastic integrals.
Subclasses of Goldie-Steutel-Bondesson class of infinitely divisible distributions on Rd by Υ-mapping
innitely divisible distribution Levy measure mixture of exponential distribution Upsilon mapping stochastic integral of Levy process
2009/6/12
Bondesson (1981) studied the class of generalized convolutions of mixtures of exponential distributions on R = (0), which is the smallest class that contains all mixtures of exponential distributions ...