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2009 A note on new classes of infinitely divisible distributions on $\mathbb{R}^d$
Makoto Maejima, Genta Nakahara
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Electron. Commun. Probab. 14: 358-371 (2009). DOI: 10.1214/ECP.v14-1487

Abstract

This paper introduces and studies a family of new classes of infinitely divisible distributions on $\mathbb{R}^d$ with two parameters. Depending on parameters, these classes connect the Goldie-Steutel-Bondesson class and the class of generalized type $G$ distributions, connect the Thorin class and the class $M$, connect the class $M$ and the class of generalized type $G$ distributions. These classes are characterized by stochastic integral representations with respect to Lévy processes.

Citation

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Makoto Maejima. Genta Nakahara. "A note on new classes of infinitely divisible distributions on $\mathbb{R}^d$." Electron. Commun. Probab. 14 358 - 371, 2009. https://doi.org/10.1214/ECP.v14-1487

Information

Accepted: 28 August 2009; Published: 2009
First available in Project Euclid: 6 June 2016

zbMATH: 1189.60037
MathSciNet: MR2535084
Digital Object Identifier: 10.1214/ECP.v14-1487

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