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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... -
Unimodality of hitting times for stable processes
We show that the hitting times for points of real $\alpha-$stable Lévy processes ($1<\alpha\le 2$) are unimodal random variables. The argument relies on strong... -
On the infinite divisibility of inverse Beta distributions
We show that all negative powers B_{a,b}^-{s} of the Beta distribution are infinitely divisible. The case b<1 follows by complete monotonicity, the case b > 1, s...
