Add to ORKGWe provide an example that shows that there exists a stable Lévy motion and self-decomposable subordinator , such that the corresponding subordinated process is not self-decomposable.Geometric stable law Linnik distribution Subordination Unimodality
We give a link between stochastic processes which are infinitely divisible with respect to time (IDT...
We show that a non-trivial continuous-time strictly -stable, ∈ (0; 2), stationary process cannot be...
Stable laws and processes, geometric-stable laws, geometric domains of attraction,
We summarize the relations among three classes of laws: infinitely divisible, self-decomposable and ...
We introduce the notion of random self-decomposability and discuss its relation to the concepts of s...
Analogues are proposed for the concepts of self-decomposability and stability for distributions on t...
AbstractWe characterize all possible independent symmetric α-stable (SαS) components of an SαS proce...
Self-decomposable distributions are known to be absolutely continuous. In this note analogues of the...
87 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2007.In this thesis, a class of pro...
Let [special characters omitted] be a process and [special characters omitted], be a sequence of pro...
This book deals with topics in the area of Lévy processes and infinitely divisible distributions suc...
AbstractGeneralizing the definition of sub-Gaussian processes we define a sub-stable process as a sc...
AbstractIn this note we settle a question posed by Kasahara, Maejima, and Vervaat. We show that the ...
Let A A be the Lq Lq -functional of a stable Lévy process starting from one and killed wh...
AbstractWe characterize the linear and harmonizable fractional stable motions as the self-similar st...
We give a link between stochastic processes which are infinitely divisible with respect to time (IDT...
We show that a non-trivial continuous-time strictly -stable, ∈ (0; 2), stationary process cannot be...
Stable laws and processes, geometric-stable laws, geometric domains of attraction,
We summarize the relations among three classes of laws: infinitely divisible, self-decomposable and ...
We introduce the notion of random self-decomposability and discuss its relation to the concepts of s...
Analogues are proposed for the concepts of self-decomposability and stability for distributions on t...
AbstractWe characterize all possible independent symmetric α-stable (SαS) components of an SαS proce...
Self-decomposable distributions are known to be absolutely continuous. In this note analogues of the...
87 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2007.In this thesis, a class of pro...
Let [special characters omitted] be a process and [special characters omitted], be a sequence of pro...
This book deals with topics in the area of Lévy processes and infinitely divisible distributions suc...
AbstractGeneralizing the definition of sub-Gaussian processes we define a sub-stable process as a sc...
AbstractIn this note we settle a question posed by Kasahara, Maejima, and Vervaat. We show that the ...
Let A A be the Lq Lq -functional of a stable Lévy process starting from one and killed wh...
AbstractWe characterize the linear and harmonizable fractional stable motions as the self-similar st...
We give a link between stochastic processes which are infinitely divisible with respect to time (IDT...
We show that a non-trivial continuous-time strictly -stable, ∈ (0; 2), stationary process cannot be...
Stable laws and processes, geometric-stable laws, geometric domains of attraction,