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A note on new classes of infinitely divisible distributions on $\mathbb{R}^d$


 
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1. Title Title of document A note on new classes of infinitely divisible distributions on $\mathbb{R}^d$
 
2. Creator Author's name, affiliation, country Makoto Maejima; Keio University
 
2. Creator Author's name, affiliation, country Genta Nakahara; Keio University
 
3. Subject Discipline(s)
 
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4. Description Abstract This paper introduces and studies a family of new classes of infinitely divisible distributions on $\mathbb{R}^d$ with two parameters. Depending on parameters, these classes connect the Goldie-Steutel-Bondesson class and the class of generalized type $G$ distributions, connect the Thorin class and the class $M$, connect the class $M$ and the class of generalized type $G$ distributions. These classes are characterized by stochastic integral representations with respect to Lévy processes.
 
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6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2009-08-28
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1487
 
10. Identifier Digital Object Identifier 10.1214/ECP.v14-1487
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 14
 
12. Language English=en
 
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