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Infinitely Divisible Distributions as Limits
1997Recall that an infinitely divisible distribution is one that, for each n, is equal to Q n *n for some distribution Q n . In preceding chapters several infinitely divisible distributions have appeared. In particular all the stable distributions are infinitely divisible, as is easily seen by comparing the definitions of these two concepts.
Bert Fristedt, Lawrence Gray
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On Infinitely Divisible Distributions
Theory of Probability & Its Applications, 1975openaire +2 more sources
On infinitely divisible multivariate gamma distributions
Communications in Statistics - Theory and Methods, 2023Stephen G Walker
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A Note on Infinitely Divisible Distributions
Theory of Probability & Its Applications, 1970openaire +2 more sources
On the Factorization of Infinitely Divisible Distributions
Theory of Probability & Its Applications, 1976openaire +1 more source
Numerical aspects of shot noise representation of infinitely divisible laws and related processes
Probability Surveys, 2021Reiichiro Kawai
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On Series Representations of Infinitely Divisible Random Vectors
Annals of Probability, 1990Jan Rosinski
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Simple conditions for mixing of infinitely divisible processes
Stochastic Processes and Their Applications, 1996Jan Rosinski, Tomasz Zak
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Multivariate Distributions from Mixtures of Max-Infinitely Divisible Distributions
Journal of Multivariate Analysis, 1996Harry Joe, Taizhong Hu
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