Questions tagged [infinite-divisibility]

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Boudedness of linear operator between generalized Orlicz spaces

I am using the notations, definitions, and results of the Section X of [1] on generalized Orlicz spaces. We say that $\varphi : \mathbb{R} \rightarrow \mathbb{R}^+$ is a $\varphi$-function if it is ...
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What is the Blumenthal-Getoor index of Student's distributions?

For infinitely divisible random variables, Blumenthal and Getoor introduced in [1] an index that allow to study for instance the local Hölder regularity of Lévy processes. For a symmetric infinitely ...
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Infinite divisiblity of log-normals

What is the law of a piece of a log-normal distribution? We know that log-normals are infinitely divisible. What would be the law of a root of log-normal? More specifically, suppose that $X$ is a ...