Infinite Divisibility of Probability Distributions on the Real Line

By F. Steutel, K. Van Harn. 2003

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In Mathematical Physics

Citations in the corpus

Old and New Examples of Scale Functions for Spectrally Negative Levy Processes (2007, background): “Some references for tempered stable distributions and tempered stable Lévy processes are [19, 54, 55] and [56].”
Generalized Gamma Convolutions, Dirichlet means, Thorin measures, with explicit examples (2007, background): “This survey is concerned with the study of a rich and interesting class of infinitely divisible laws on R+ called the generalized gamma convolutions (GGC), a class introduced by O. L. Thorin in 1977 ( see [49] ) and then studied thoroughly by L. Bondesson [5]; both the lectures notes by Bondesson an”
Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process (2008, unknown): “[30].”
Perturb-and-MAP random fields: Using discrete optimization to learn and sample from energy models (2011, methodology): “The Gumbel distribution arising in extreme value the ory [25] turns out to play an important role in our effort to design a perturbation mechanism that yields a Perturb and-MAP model closely resembling the Gibbs MRF.”
Size bias for one and all (2013, background): “1, as well as in the book [82] by Steutel and van Harn.”
Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes (2005, background): “By Proposition V.2.3 in van Harn and Steutel (2004), the class of self-decomposable distributions on Rþ is closed under weak convergence.”
Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations (2006, background): “Let f (t) be a real-valued measurable function on [0, 1), M ( -integrable (also called fX ( ) t g-integrable) in the sense of Urbanik and Woyczynski (1967) and Rajput and Rosinski (1989) for d 1⁄4 1 and of Sato (2004) for general d.”