On the infinite divisibility of distributions of some inverse subordinators
We consider the infinite divisibility of distributions of some well-known inverse subordinators. Using a tail probability bound, we establish that distributions of many of the inverse subordinators used in the literature are not infinitely divisible. We further show that the distribution of a renewa...
| Հիմնական հեղինակներ: | , |
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| Ձևաչափ: | Հոդված |
| Լեզու: | English |
| Հրապարակվել է: |
VTeX
2018-07-01
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| Շարք: | Modern Stochastics: Theory and Applications |
| Խորագրեր: | |
| Առցանց հասանելիություն: | https://www.vmsta.org/doi/10.15559/18-VMSTA108 |