Selfdecomposable Laws Associated with Hyperbolic Functins
Probability
2010-09-21 v1
Abstract
It is shown that the hyperbolic functions can be associated with selfdecomposable distributions (in short: SD probability distributions or L\'evy class L probability laws). Consequently, they admit associated background driving L\'evy processes (BDLP Y). We interpret the distributions of Y(1) via Bessel squared processes, Bessel bridges and local times.
Keywords
Cite
@article{arxiv.1009.3542,
title = {Selfdecomposable Laws Associated with Hyperbolic Functins},
author = {Zbigniew J. Jurek and Marc Yor},
journal= {arXiv preprint arXiv:1009.3542},
year = {2010}
}