| Título: | A note on new classes of infinitely divisible distributions on $\mathbb{R}^d$ |
| Autores: |
Maejima, Makoto; Keio University Nakahara, Genta; Keio University |
| Fecha: | 2009-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: | No aplica |
| Descripción: | 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. |
| Idioma: | No aplica |
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