Local Closure under Infinitely Divisible Distribution Roots and Esscher Transform

Local Closure under Infinitely Divisible Distribution Roots and Esscher Transform

In this paper, we show that the local distribution class <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><msub><mi mathvariant="script">L</mi><mrow><mi>l</mi>&...

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Bibliographic Details
Main Authors: Zhaolei Cui, Yuebao Wang, Hui Xu
Format: Article
Language:English
Published: MDPI AG 2022-11-01
Series:Mathematics
Subjects:
infinitely divisible distribution roots
Lévy distribution
local distribution class
random convolution roots
closure
Esscher transform
Online Access:https://www.mdpi.com/2227-7390/10/21/4128

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https://www.mdpi.com/2227-7390/10/21/4128

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