Open Access
October, 1988 On Log-Concave and Log-Convex Infinitely Divisible Sequences and Densities
Bjorn G. Hansen
Ann. Probab. 16(4): 1832-1839 (October, 1988). DOI: 10.1214/aop/1176991600

Abstract

We consider nonnegative infinitely divisible random variables whose Levy measures are either absolutely continuous or supported by the integers. Necessary conditions are found ensuring that such distributions are $\log$-concave or $\log$-convex.

Citation

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Bjorn G. Hansen. "On Log-Concave and Log-Convex Infinitely Divisible Sequences and Densities." Ann. Probab. 16 (4) 1832 - 1839, October, 1988. https://doi.org/10.1214/aop/1176991600

Information

Published: October, 1988
First available in Project Euclid: 19 April 2007

zbMATH: 0659.60030
MathSciNet: MR958219
Digital Object Identifier: 10.1214/aop/1176991600

Subjects:
Primary: 60E07

Keywords: absolutely continuous distribution , completely monotone , discrete distribution , infinitely divisible distribution , log-concave , log-convex , strongly unimodal

Rights: Copyright © 1988 Institute of Mathematical Statistics

Vol.16 • No. 4 • October, 1988
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