On the Lévy Measure of the Lognormal and the LogCauchy Distributions
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DOI: 10.1023/A:1022533817579
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- Steutel, F. W., 1973. "Some recent results in infinite divisibility," Stochastic Processes and their Applications, Elsevier, vol. 1(2), pages 125-143, April.
- Bondesson, Lennart & Kristiansen, Gundorph K. & Steutel, Fred W., 1996. "Infinite divisibility of random variables and their integer parts," Statistics & Probability Letters, Elsevier, vol. 28(3), pages 271-278, July.
- ,, 2000. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 16(2), pages 287-299, April.
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- Toshiro Watanabe, 2022. "Second-Order Behaviour for Self-Decomposable Distributions with Two-Sided Regularly Varying Densities," Journal of Theoretical Probability, Springer, vol. 35(2), pages 1343-1366, June.
- Toshiro Watanabe & Kouji Yamamuro, 2010. "Local Subexponentiality and Self-decomposability," Journal of Theoretical Probability, Springer, vol. 23(4), pages 1039-1067, December.
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Keywords
infinite divisibility; Lévy measure; integral equation; generalized gamma convolution; Thorin measure; lognormal and logCauchy distribution; Poisson mixture; Laplace and saddlepoint approximation;All these keywords.
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