A direct approach to the stable distributions

DOI10.1017/APR.2016.55zbMath1426.60020arXiv1604.07350OpenAlexW2963597913MaRDI QIDQ5197412

E. J. G. Pitman, Jim W. Pitman

Publication date: 23 September 2019

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.07350

zbMATH Keywords

regular variationcharacteristic functioninfinitely divisible distributionLévy-Khintchine formulastable distributionEulerian integral

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Related Items (4)

Mixing of linear operators under infinitely divisible measures on Banach spaces ⋮ Homomorphisms from Functional Equations in Probability ⋮ Generalized integrated Cauchy functional equation with applications to probability models ⋮ Empirical cumulant function based parameter estimation in stable laws

Cites Work

• Slowly varying functions and asymptotic behavior of a class of integral transforms. I
• Characterization of multivariate distributions through a functional equation of their characteristic functions
• The Non-Absolute Convergence of Gil-Pelaez' Inversion Integral
• Karamata's characterization theorem, feller and regular variation in probability theory
• A Comedy of Errors: The Canonical Form for a Stable Characteristic Function
• Chance and Stability
• Characterizations of stable laws via functional equations
• On the Convergence of Moments in the Central Limit Theorem
• On the behaviour of the characteristic function of a probability distribution in the neighbourhood of the origin
• Note on the inversion theorem
• Probability
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