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On the self-decomposability of the Fréchet distribution
Let $\{\Gamma_t, \, t\ge 0\}$ be the Gamma subordinator. Using a moment identification due to Bertoin-Yor (2002), we observe that for every $t > 0$ and $\alpha\in... -
Comparing Fréchet and positive stable laws
To appear in Electronic Journal of Probability
