On log-concave and log-convex infinitely divisible sequences and densities

B.G. Hansen

doi:10.1214/aop/1176991600

On log-concave and log-convex infinitely divisible sequences and densities

B.G. Hansen

Mathematics and Computer Science

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Abstract

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.

Original language	English
Pages (from-to)	1832-1839
Number of pages	8
Journal	The Annals of Probability
Volume	16
Issue number	4
DOIs	https://doi.org/10.1214/aop/1176991600
Publication status	Published - 1988

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title = "On log-concave and log-convex infinitely divisible sequences and densities",

abstract = "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.",

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DO - 10.1214/aop/1176991600

M3 - Article

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SP - 1832

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JO - The Annals of Probability

JF - The Annals of Probability

IS - 4

ER -

On log-concave and log-convex infinitely divisible sequences and densities

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