Self-Decomposable Laws from Continuous Branching Processes
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DOI: 10.1007/s10959-019-00886-0
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References listed on IDEAS
- Pakes, Anthony G., 2018. "The Lambert W function, Nuttall’s integral, and the Lambert law," Statistics & Probability Letters, Elsevier, vol. 139(C), pages 53-60.
- Bingham, N. H., 1976. "Continuous branching processes and spectral positivity," Stochastic Processes and their Applications, Elsevier, vol. 4(3), pages 217-242, August.
- Pakes, Anthony G., 2013. "Limit laws for UGROW random graphs," Statistics & Probability Letters, Elsevier, vol. 83(12), pages 2607-2614.
- Lennart Bondesson, 2015. "A Class of Probability Distributions that is Closed with Respect to Addition as Well as Multiplication of Independent Random Variables," Journal of Theoretical Probability, Springer, vol. 28(3), pages 1063-1081, September.
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Cited by:
- Yang, Hairuo, 2023. "On the law of terminal value of additive martingales in a remarkable branching stable process," Stochastic Processes and their Applications, Elsevier, vol. 158(C), pages 361-376.
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Keywords
Continuous state branching; Subordinators; Self-decomposable laws; Special and Thorin–Bernstein functions; Lambert W-function; Stable laws; Convolution equivalence;All these keywords.
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