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 Electronic Communications in Probability > Vol. 14 (2009) > Paper 36 open journal systems 


A note on new classes of infinitely divisible distributions on Rd

Makoto Maejima, Keio University
Genta Nakahara, Keio University


Abstract
This paper introduces and studies a family of new classes of infinitely divisible distributions on Rd 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.


Full text: PDF

Pages: 358-371

Published on: August 28, 2009


Bibliography
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Electronic Communications in Probability. ISSN: 1083-589X