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Teoriya Veroyatnostei i ee Primeneniya, 1994, Volume 39, Issue 2, Pages 403–415
(Mi tvp3809)
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This article is cited in 2 scientific papers (total in 2 papers)
Short Communications
Multimodal convolutions of unimodal infinitely divisible distributions
K. Sato Department of Mathematics, Nagoya University, Nagoya, Japan
Abstract:
For any positive integer $n$ an infinitely divisible distribution on $(0,\infty)$ such that its convolution with itself is $n$-modal is constructed. Moreover, we constructed the Lévy process $X_t$, $t\ge 0$, with the following properties: the distribution $X_t$ is not unimodal for $0<t<1$, is unimodal for $t=1$ and is $n$-modal for $t=2$.
Keywords:
infinitely divisible distributions, unimodal distribution, $n$-modal distribution, Lévy process, convolution.
Received: 02.09.1993
Citation:
K. Sato, “Multimodal convolutions of unimodal infinitely divisible distributions”, Teor. Veroyatnost. i Primenen., 39:2 (1994), 403–415; Theory Probab. Appl., 39:2 (1994), 336–347
Linking options:
https://www.mathnet.ru/eng/tvp3809 https://www.mathnet.ru/eng/tvp/v39/i2/p403
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Abstract page: | 174 | Full-text PDF : | 68 | First page: | 9 |
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