On Densities of the Product, Quotient and Power of Independent Subordinators

Published 22 Aug 2016 in math.PR | (1608.06564v1)

Abstract: We obtain the closed form expressions for the densities of the product, quotient, power and scalar multiple of independent stable subordinators. Similar results for the independent inverse stable subordinators are discussed. This is achieved by expressing the densities of stable and inverse stable subordinators in terms of the Fox's $H$-function.

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