On the infinite divisibility of distributions of some inverse subordinators

dc.contributor.author	Kumar, A.
dc.contributor.author	Nane, E.
dc.date.accessioned	2019-05-23T09:04:36Z
dc.date.available	2019-05-23T09:04:36Z
dc.date.issued	2019-05-23
dc.identifier.uri	http://localhost:8080/xmlui/handle/123456789/1275
dc.description.abstract	We consider the infinite divisibility of distributions of some well-known inverse subordinators. Using a tail probability bound, we establish that distributions of many of the inverse subordinators used in the literature are not infinitely divisible. We further show that the distribution of a renewal process time-changed by an inverse stable subordinator is not infinitely divisible, which in particular implies that the distribution of the fractional Poisson process is not infinitely divisible.	en_US
dc.language.iso	en_US	en_US
dc.subject	Infinite divisibility	en_US
dc.subject	Subordinators	en_US
dc.subject	Inverse subordinators	en_US
dc.subject	Fractional Poisson process	en_US
dc.title	On the infinite divisibility of distributions of some inverse subordinators	en_US
dc.type	Article	en_US