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.

Hansen: On Log-Concave and Log-Convex Infinitely Divisible Sequences and Densities
Copyright © 1988 Institute of Mathematical Statistics
Bjorn G. Hansen "On Log-Concave and Log-Convex Infinitely Divisible Sequences and Densities," The Annals of Probability 16(4), 1832-1839, (October, 1988). https://doi.org/10.1214/aop/1176991600
Published: October, 1988
Vol.16 • No. 4 • October, 1988
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