New Classes of Infinitely Divisible Distributions Related to the Goldie-Steutel-Bondesson Class

Details New Classes of Infinitely Divisible Distributions Related to the Goldie-Steutel-Bondesson Class New Classes of Infinitely Divisible Distributions Related to the Goldie-Steutel-Bondesson Class

2009-01-25

arxiv.org/abs/0901.3874v2

Mathematics

Probability

27 pages

Scientific paper

Recently, many classes of infinitely divisible distributions on R^d have been characterized in several ways. Among others, the first way is to use Levy measures, the second one is to use transformations of Levy measures, and the third one is to use mappings of infinitely divisible distributions defined by stochastic integrals with respect to Levy processes. In this paper, we are concerned with a class of mappings, by which we construct new classes of infinitely divisible distributions on R^d. Then we study a special case in R^1, which is the class of infinitely divisible distributions without Gaussian parts generated by stochastic integrals with respect to a fixed compound Poisson processes on R^1. This is closely related to the Goldie-Steutel-Bondesson class.

Affiliated with

Also associated with

No associations

Rating

New Classes of Infinitely Divisible Distributions Related to the Goldie-Steutel-Bondesson Class does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with New Classes of Infinitely Divisible Distributions Related to the Goldie-Steutel-Bondesson Class, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and New Classes of Infinitely Divisible Distributions Related to the Goldie-Steutel-Bondesson Class will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-504023