On a closure property of convolution equivalent class of distributions
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2020.124226
Abstract: Abstract In this note we reconsider the closure problem in the convolution equivalent class of distributions S ( γ ) , γ ≥ 0 . We show that, if F , G ∈ L (… read more here.
Keywords: class; closure property; class distributions; convolution equivalent ... See more keywords
Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Applied Probability"
DOI: 10.1017/jpr.2017.37
Abstract: Abstract We consider a continuous, infinitely divisible random field in ℝ d , d = 1, 2, 3, given as an integral of a kernel function with respect to a Lévy basis with convolution equivalent… read more here.
Keywords: random fields; divisible random; equivalent measure; measure ... See more keywords