On Laplace transforms of some probability densities

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摘要

In the present paper, the author addresses the question of whether or not a probability distribution with density of normed product of the multi-dimensional Cauchy densities is infinitely divisible. It is shown here that, for some probability distributions with density of normed product of the three-dimensional Cauchy densities, the answer can be given in the affirmative.

论文关键词:Bessel functions,Cauchy density,Infinitely divisible distribution

论文评审过程:Available online 3 November 2006.

论文官网地址:https://doi.org/10.1016/j.amc.2006.09.002