Geodesic
On background driving distribution functions (BDDF) for some selfdecomposable variables
Mathematica Applicanda, Tome 49 (2021) no. 2, pp. 85-109.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

Many classical variables (statistics) are selfdecomposable. They admit the random integral representations via Levy processes. In this note are given formulas for their background driving distribution functions (BDDF). This may be used for a simulation of those variables. Among the examples discussed are: gamma variables, hyperbolic characteristic functions, Student t-distributions, stochastic area under planar Brownian motions, inverse Gaussian variable, logistic distributions, non-central chi-square, Bessel densities and Fisher z-distributions. Found representations might be of use in statistical applications.
DOI : 10.14708/ma.v49i2.7103
Classification : 60E07, 60E10, 60G50, 62E10
Mots-clés : selfdecomposability, gamma distribution, chi-square distribution, hyperbolic distribution, t-Student distribution, logistic distribution, non-central chi-square distribution, Wiener process 
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Zbyszek J. Jurek. On background driving distribution functions (BDDF) for some selfdecomposable variables. Mathematica Applicanda, Tome 49 (2021) no. 2, pp.  85-109. doi : 10.14708/ma.v49i2.7103. http://geodesic.mathdoc.fr/articles/10.14708/ma.v49i2.7103/

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