Three classes of decomposable distributions

被引:1
作者
Jedidi, Wissem [1 ]
Basalim, Kholoud [1 ]
Bridaa, Safa [2 ]
机构
[1] King Saud Univ, Coll Sci, Dept Stat & OR, Riyadh 11451, Saudi Arabia
[2] Univ Tunis El Manar, Fac Sci Tunis, Lab Anal Math & Applicat LR11ES11, Tunis 2092, Tunisia
来源
OPEN MATHEMATICS | 2020年 / 18卷
关键词
Bernstein functions; complete monotonicity; concavity; convexity; infinite divisibility; Laplace transform; Mellin-Euler differential operator; stable distribution; subordinators;
D O I
10.1515/math-2020-0124
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this work, we refine the results of Sendov and Shan [New representation theorems for completely monotone and Bernstein functions with convexity properties on their measures, J. Theor. Probab. 28 (2015), 1689-1725] on subordinators obtained by the class of Bernstein functions stable by the Mellin-Euler differential operator I - xd/dx by giving a stochastic interpretation, proving monotonicity properties of the related distributions and providing additional extensions.
引用
收藏
页码:1855 / 1878
页数:24
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