arXiv Analytics

Sign in

arXiv:0712.0206 [math.PR]AbstractReferencesReviewsResources

The limits of nested subclasses of several classes of infinitely divisible distributions are identical with the closure of the class of stable distributions

Makoto Maejima, Ken-iti Sato

Published 2007-12-03Version 1

It is shown that the limits of the nested subclasses of five classes of infinitely divisible distributions on $R^d$, which are the Jurek class, the Goldie-Steutel-Bondesson class, the class of selfdecomposable distributions, the Thorin class and the class of generalized type $G$ distributions, are identical with the closure of the class of stable distributions. More general results are also given.

Related articles: Most relevant | Search more
arXiv:0901.3874 [math.PR] (Published 2009-01-25, updated 2009-09-11)
New Classes of Infinitely Divisible Distributions Related to the Goldie-Steutel-Bondesson Class
arXiv:1912.08366 [math.PR] (Published 2019-12-18)
Subexponential densities of infinitely divisible distributions on the half line
arXiv:1107.3874 [math.PR] (Published 2011-07-20, updated 2011-10-16)
Fourier and Cauchy-Stieltjes transforms of power laws including stable distributions