Classes of Infinitely Divisible Distributions and Examples

被引:1
|
作者
Maejima, Makoto [1 ]
机构
[1] Keio Univ, Dept Math, Yokohama, Kanagawa 2238522, Japan
关键词
Generalized gamma convolution; Infinitely divisible distribution; Levy measure; Mixture of exponential distributions; Nested subclasses; Selfdecomposable distribution; Stable distribution; Stochastic integral with respect to Levy process; SELF-SIMILAR PROCESSES; RANDOM INTEGRAL-REPRESENTATIONS; LIMIT DISTRIBUTIONS; SELFDECOMPOSABLE DISTRIBUTIONS; NESTED SUBCLASSES; LEVY PROCESSES; R-D; MAPPINGS; UNIMODALITY; LAWS;
D O I
10.1007/978-3-319-23138-9_1
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Bondesson (Generalized Gamma Convolutions and Related Classes of Distributions and Densities, Lecture Notes in Statistics, vol. 76, Springer, Berlin, 1992) said "Since a lot of the standard distributions now are known to be infinitely divisible, the class of infinitely divisible distributions has perhaps partly lost its interest. Smaller classes should be more in focus." This view was presented more than two decades ago, yet has not been fully addressed. Over the last decade, many classes of infinitely divisible distributions have been studied and characterized. In this article, we summarize such "smaller classes" and try to find classes which known infinitely divisible distributions belong to, as precisely as possible.
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页码:1 / 65
页数:65
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