{"entities":{"Q1776346":{"pageid":1787088,"ns":120,"title":"Item:Q1776346","lastrevid":48482545,"modified":"2026-01-04T23:15:21Z","type":"item","id":"Q1776346","labels":{"en":{"language":"en","value":"Type \\(G\\) and spherical distributions on \\(\\mathbb R^d\\)"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 2167366"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1776346$9E7DA9DE-8D49-4E18-84D8-673799DE5683","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"15e61cc89d5e8ee8154c0ba921c8b9a750f1728e","datavalue":{"value":{"text":"Type \\(G\\) and spherical distributions on \\(\\mathbb R^d\\)","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1776346$3E1181B7-ED38-4D1C-9762-55DC6AE4D5D0","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"a027e195af0bb3ae88e2af012531a58c8c733150","datavalue":{"value":"1067.62055","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1776346$89312054-470D-431D-884D-DC77112B8A46","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"c05d7d4a5dd6db9c47de68cab536cfb20695298d","datavalue":{"value":{"entity-type":"item","numeric-id":710768,"id":"Q710768"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1776346$3C0BF0D2-8AF2-4F72-ABFE-97ABE932410F","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"6bc4e98086241c10d52d91b9f51a8e9963146852","datavalue":{"value":{"entity-type":"item","numeric-id":173655,"id":"Q173655"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1776346$CF671047-A0ED-41AA-8FA6-DC57A8313675","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"816fb6440c9cbb78f47d27fe48607ca1e7ad5f08","datavalue":{"value":{"time":"+2005-05-12T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1776346$60E1C191-7E9C-463C-A64E-A37986668C1B","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"5116db80af5945c3578a6c2341d95fdafe1612e3","datavalue":{"value":"It is well-known that the normality assumption for the return distribution is contravened in various important concrete situations (time series data, option prices, etc.). A solution to this status was the introduction and use of the type G family of processes as a suitable subclass of L\u00e9vy processes that allows retaining some of the Gaussian properties of the traditional Wiener process and yet to remain rich enough to incorporate processes with jumps and infinite variance.  The purpose of this paper is to devise an exact convenient representation of type G distributions, provided that they are of spherical kind, and to investigate basic properties and examples of the proposed representation. The considered methodology of representing type G distributions reveals new mechanisms in extracting families of distributions that supply an insightful understanding of various applications in mathematical and computational finance. Three different examples are bestowed to illustrate and enrich the proposed method.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1776346$0AE2B1D1-32B5-4023-A910-E1BC99FDAECB","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"ddfe26001cac27b44f73ee317c958b41c5d4e225","datavalue":{"value":{"entity-type":"item","numeric-id":585901,"id":"Q585901"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1776346$9E6AAF4B-1BEE-4A76-AA1E-D6845A366EF6","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"87af44252b2ddfa90518373dcedaab6f72c10d17","datavalue":{"value":"62H05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1776346$4405D6B1-7DF9-4F6F-97AE-A0536FF58002","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6fa38271e9e7d141d1f93caf004b4b7fbd32ad38","datavalue":{"value":"60G51","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1776346$8EFA6E10-F1F1-44F3-B8F6-9B71528A5234","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1776346$CD8B2744-3F67-457A-9902-784EBB0E6573","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7b2d9cbcdee95a31a6646146f41d5b4b9ff88797","datavalue":{"value":"60E07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1776346$610F6DB6-8E56-4AD5-BA8D-70218DE5B07D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"739e004674139c2b61782ece3788a457e8d3f5b8","datavalue":{"value":"60E10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1776346$D590CB3D-91CB-4536-A856-6DEE574F7F42","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7b600a0bd525a05fa571487b461fe5ba90ad6e5d","datavalue":{"value":"91B28","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1776346$E5F123AB-B9BD-468A-8895-4F57223D3304","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"f7e573066a53ab7db2a9c2351431aa09e3b60f9c","datavalue":{"value":"2167366","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1776346$92E787EE-5EA2-4E93-B066-C5C6CDC94600","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9697ad3a5c7973042a2c9a18e96245ab314371b1","datavalue":{"value":"return distribution","type":"string"},"datatype":"string"},"type":"statement","id":"Q1776346$00BFFAC2-D4D6-484F-A976-263C36AD1AC5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2ce2256212b8545fe1fc8f2a7530203eeced3a6b","datavalue":{"value":"type G family of processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q1776346$C050C37E-E2C0-484C-9721-7879AE56D534","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cc1958a97d9837cdc61cfdfcd71dfaa04af1e4e2","datavalue":{"value":"L\u00e9vy process","type":"string"},"datatype":"string"},"type":"statement","id":"Q1776346$7071388E-10B2-42A3-8864-21729EE4C5E6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"311b198fa1dea61da5c0cb71be5d4737cc077b27","datavalue":{"value":"L\u00e9vy measures","type":"string"},"datatype":"string"},"type":"statement","id":"Q1776346$4CBE423A-A75B-4687-9F49-25A05480FE70","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"349430df480af48b65580811d14298b76c8a8f35","datavalue":{"value":"processes with jumps and infinite variance","type":"string"},"datatype":"string"},"type":"statement","id":"Q1776346$59CC2E6D-4C24-4F20-BE0F-AAFB5AA4A2D7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"306ee0b7da7d2daa93558af2d29b3a177fb22860","datavalue":{"value":"variance mixtures of normal distributions","type":"string"},"datatype":"string"},"type":"statement","id":"Q1776346$A39CAD5D-B16A-4C7B-9C9C-E96DCD9E572D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"39f4d703e17eb328b58551448bb4e9231d15ea63","datavalue":{"value":"radial functions","type":"string"},"datatype":"string"},"type":"statement","id":"Q1776346$282E7BB5-E5CA-4AA4-946D-511263BD5C6B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"60692b1626744f54d3032fac39592d4006bb548c","datavalue":{"value":"series and integral representations","type":"string"},"datatype":"string"},"type":"statement","id":"Q1776346$4AC3ECCA-B935-4583-96B0-CC6CA8A2F1A8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"14afd79cb4ff1521cb56112711ce941f6233314f","datavalue":{"value":"mathematical and computational finance","type":"string"},"datatype":"string"},"type":"statement","id":"Q1776346$DF977E6D-ED18-4608-8C12-820159B5A51D","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1776346$1DA2AE87-E399-4565-95A4-651D915E3656","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"b2bc842a834070e3089685f79d90f2af2804fd2e","datavalue":{"value":"https://doi.org/10.1016/j.spl.2004.11.022","type":"string"},"datatype":"url"},"type":"statement","id":"Q1776346$66B07C9F-6135-4D82-A9E9-B7DD977CD830","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"5018e9df99081a4ee8afe1ac9c0e964e01c3111a","datavalue":{"value":"W2039393954","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1776346$1AF73CFE-C06E-4BE5-8682-1F6CC1AE621E","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"ccdc400d541e3174b7a03921f30c6affc58cb514","datavalue":{"value":{"entity-type":"item","numeric-id":1381483,"id":"Q1381483"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1776346$03420F5B-373B-4AC0-8A8D-A91D64DFEBAD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"64617d61cbfb16e867bea7fd1f875298a19a8692","datavalue":{"value":{"entity-type":"item","numeric-id":2729107,"id":"Q2729107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1776346$7655950D-F1A8-4994-84A6-76B38DB2ACA8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"589d031785f612dbc2b523a6cd8d95bbeedb4b29","datavalue":{"value":{"entity-type":"item","numeric-id":1266935,"id":"Q1266935"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1776346$E8C32298-A3D8-464A-878A-793C69064307","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c4aa81fc26e931c1ade2d7b9663cde967e8b5822","datavalue":{"value":{"entity-type":"item","numeric-id":4888858,"id":"Q4888858"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1776346$4480A6AD-9AC0-4CEB-977E-0080921F6B21","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d458f9d40a2164b904160bd3a427cd146dacea7","datavalue":{"value":{"entity-type":"item","numeric-id":136004,"id":"Q136004"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1776346$73401D85-4B9D-44E2-9ECA-3702D3B9EBA3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1ac364effcc2b26d9fb90ab3f279117891719e9f","datavalue":{"value":{"entity-type":"item","numeric-id":4884608,"id":"Q4884608"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1776346$DE90818D-A5A6-4AA3-AA87-0EB43457F8B8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a4a7063829004c41e1f7a444e52f4703a68e0588","datavalue":{"value":{"entity-type":"item","numeric-id":5374080,"id":"Q5374080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1776346$2C20D475-5B2B-4666-AA47-712BD380CFCC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2f69ffcaa1585b6f577a379554165e0323cf8899","datavalue":{"value":{"entity-type":"item","numeric-id":4939318,"id":"Q4939318"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1776346$8C224EB7-BA1A-4FE2-8FD4-662EC5238BC5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"88ac0d888dac364a8ec20da3f6c25506176721d6","datavalue":{"value":{"entity-type":"item","numeric-id":1610503,"id":"Q1610503"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1776346$823B1818-F461-46F5-BEEF-E0254FBB91A5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2a844de4b0f36380cd412e82bd7458039138e110","datavalue":{"value":{"entity-type":"item","numeric-id":2732342,"id":"Q2732342"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1776346$52A70A38-8671-45E0-802D-1951C12ADB1E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ef5d872ee9e74bf5f4a724afa6af3e7acf982547","datavalue":{"value":{"entity-type":"item","numeric-id":1962599,"id":"Q1962599"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1776346$FDDCCA6C-0DA2-424F-963A-5A10CE55DEF2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"296d9be8c51355262b6bb71348493fb1cf05fa3c","datavalue":{"value":{"entity-type":"item","numeric-id":3776312,"id":"Q3776312"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1776346$1E1AEC9A-EFBC-4725-B295-BEE4029667F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4de9370a09b25939ae4d90e182c77ef71dccb0fe","datavalue":{"value":{"entity-type":"item","numeric-id":140187,"id":"Q140187"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1776346$169E3F93-9D2E-47F0-A11B-46DE3CD1D9C7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0d0813d397b5705f85cf401b70fbbc6d5a7a7424","datavalue":{"value":{"entity-type":"item","numeric-id":3349674,"id":"Q3349674"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1776346$22B8D536-A9AF-4F0C-97E8-05A52A2EAC4E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1ab6fee4b6f205dc2799a854bbf7cf0eedacbbfb","datavalue":{"value":{"entity-type":"item","numeric-id":4301585,"id":"Q4301585"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1776346$DA97DC67-485B-46FA-B9C9-2767E776A6CB","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"517025322a0f606a53b8576cc91d33ce2af2cd33","datavalue":{"value":"10.1016/J.SPL.2004.11.022","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1776346$7B6FB6D5-1FED-4DB0-8F5B-86553DD23420","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d83b40039432da00f7eaaf02abf2e8def9c66b85","datavalue":{"value":{"entity-type":"item","numeric-id":1610503,"id":"Q1610503"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0278b33a07eeebc0f4a5bfe2e0d864bde375b70f","datavalue":{"value":{"amount":"+0.8210634589195251","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1776346$A79CDB30-4B19-4326-8E22-DE3EC943E29E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"39471614d443d935b5ef58508e9d6e4e418ace77","datavalue":{"value":{"entity-type":"item","numeric-id":880478,"id":"Q880478"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4e5edd469ae44b675868482930004e36003e8365","datavalue":{"value":{"amount":"+0.7585768699645996","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1776346$56D259FA-C369-4374-B247-1AB7A3F4D291","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"980aadd1e840e2641e98eb0b1c5fedc8b9c9d60f","datavalue":{"value":{"entity-type":"item","numeric-id":2732342,"id":"Q2732342"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9fae0241933a5ba659f92562dd7db935b6f20abd","datavalue":{"value":{"amount":"+0.7209771275520325","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1776346$2DD8C9BB-02B1-4FF4-9EE5-B39024617DBA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7d2838cc90072c37f9dba7349006f33a9c2270ff","datavalue":{"value":{"entity-type":"item","numeric-id":4221800,"id":"Q4221800"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9fae0241933a5ba659f92562dd7db935b6f20abd","datavalue":{"value":{"amount":"+0.7209771275520325","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1776346$A41A5D79-AC4A-4974-B8EF-93C67F3C394E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f5dbec8d04e6d08edd87f77b7c3263b456072849","datavalue":{"value":{"entity-type":"item","numeric-id":985982,"id":"Q985982"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4b6908bfb4229b4022bc084dd6b34a8373f3ae4b","datavalue":{"value":{"amount":"+0.7193927764892578","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1776346$12E0CFD1-DE77-4BF9-A96A-309862EA99D5","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1776346","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1776346"}}}}}