On Log-Concave and Log-Convex Infinitely Divisible Sequences and Densities
Hansen, Bjorn G.
Ann. Probab., Tome 16 (1988) no. 4, p. 1832-1839 / Harvested from Project Euclid
We consider nonnegative infinitely divisible random variables whose Levy measures are either absolutely continuous or supported by the integers. Necessary conditions are found ensuring that such distributions are $\log$-concave or $\log$-convex.
Publié le : 1988-10-14
Classification:  Infinitely divisible distribution,  discrete distribution,  absolutely continuous distribution,  strongly unimodal,  log-concave,  log-convex,  completely monotone,  60E07
@article{1176991600,
     author = {Hansen, Bjorn G.},
     title = {On Log-Concave and Log-Convex Infinitely Divisible Sequences and Densities},
     journal = {Ann. Probab.},
     volume = {16},
     number = {4},
     year = {1988},
     pages = { 1832-1839},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991600}
}
Hansen, Bjorn G. On Log-Concave and Log-Convex Infinitely Divisible Sequences and Densities. Ann. Probab., Tome 16 (1988) no. 4, pp.  1832-1839. http://gdmltest.u-ga.fr/item/1176991600/