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Accueil du site > Séminaires > Probabilités Statistiques et réseaux de neurones > The limits of nested subclasses of several classes of infinitely divisible distributions on R^d

Vendredi 7 mars 2008 à 11h00

The limits of nested subclasses of several classes of infinitely divisible distributions on R^d

Makoto Maejima (Keio University, Japon)

Résumé :

It will be shown that the limits of the nested subclasses of five classes of infinitely divisible distributions on R^d, which are the Jurek class, the Goldie—Steutel—Bondesson class, the class of selfdecomposable distributions, the Thorin class and the class of generalized type G distributions, are identical with the closure of the class of stable distributions on R^d. Related topics will also be discussed.

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