Three classes of decomposable distributions

In this work, we refine the results of Sendov and Shan [ , J. Theor. Probab. (2015), 1689–1725] on subordinators obtained by the class of Bernstein functions stable by the Mellin-Euler differential operator by giving a stochastic interpretation, proving monotonicity properties of the related distrib...

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Bibliographic Details
Published inOpen mathematics (Warsaw, Poland) Vol. 18; no. 1; pp. 1855 - 1878
Main Authors Jedidi, Wissem, Basalim, Kholoud, Bridaa, Safa
Format Journal Article
LanguageEnglish
Published De Gruyter 31.12.2020
Subjects
60E07
60E15
Bernstein functions
complete monotonicity
concavity
convexity
infinite divisibility
Laplace transform
Mellin-Euler differential operator
stable distribution
subordinators
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Summary:In this work, we refine the results of Sendov and Shan [ , J. Theor. Probab. (2015), 1689–1725] on subordinators obtained by the class of Bernstein functions stable by the Mellin-Euler differential operator by giving a stochastic interpretation, proving monotonicity properties of the related distributions and providing additional extensions.
ISSN:2391-5455
2391-5455
DOI:10.1515/math-2020-0124