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20012023
most citedA new factorization property of the selfdecomposable probability measures

12 citations · 21 across the 29 of their papers we have counts for

collaborators

34 papers

math.PR2023

Some definite integrals arising from selfdecomposable characteristic functions

Zbigniew J. Jurek

In the probability theory \emph{selfdecomposable, or class distributions} play an important role as they are limiting distributions of normalized partial sums of sequences of…

math.PR2022

Which Urbanik class , do the hyperbolic and the generalized logistic characteristic functions belong to?

Zbigniew J. Jurek

Selfdecomposable variables obtained from series of Laplace (double exponential) variables are objects of this study. We proved that hyperbolic-sine and hyperbolic-cosine variables…

math.PR2021

Integral transforms related to Nevanlinna-Pick functions from an analytic, probabilistic and free-probability point of view

Wissem Jedidi, Zbigniew J. Jurek, Nuha Taymani

We establish a new connection between the class of Nevanlinna-Pick functions and the one of the exponents associated to spectrally negative Lévy processes. As a consequence, we com…

math.PR2021

Some characterizations of multiple selfdecomposability with extensions and an application to the Gamma function

Wissem Jedidi, Zbigniew J. Jurek, Jumanah Al Romian

Inspirations for this paper can be traced to Urbanik (1972) where convolution semigroups of multiple decomposable distributions were introduced. In particular, the classical gamma…

math.PR2020

Remarks on compositions of some random integral mappings

Zbigniew J. Jurek

The random integral mappings (some type of functionals of Lévy processes) are continuous homomorphisms between convolution subsemigroups of the semigroup of all infinitely divisibl…

math.PR2020

Urbanik type subclasses of the free-infinitely divisible transforms

Zbigniew J. Jurek

For the class of free-infinitely divisible transforms are introduced three families of increasing Urbanik type subclasses of those transforms. They begin with the class of free-nor…