Characterizations of stable laws via functional equations

DOI10.1002/MANA.200310378MaRDI QIDQ5467040zbMATH OpenOpenAlexFDO

Authors Arjun K. Gupta, Keshav Jagannathan, Truc T. Nguyen, Damodar Shanbhag

Publication date 23 May 2006

Published in Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/mana.200310378

zbMATH Keywords

characteristic functionsconvolutiondiscrete strictly stable lawsinfinitely divisible distributionsLévy canonical representationmultivariate stable lawsNormal distributionprobability generating functions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory of statistical distributions (62E10)

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Cites work

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• scientific article; zbMATH DE number 3319139 (Why is no real title available?)
• Risk processes perturbed by α-stable Lévy motion

Cited in

(16)

• Characteristic functions of random variables attracted to 1-stable laws
• Solution to a functional equation and its application to stable and stable-type distributions
• On generalized stable and related laws
• Generalized integrated Cauchy functional equation with applications to probability models
• Review of median stable distributions and Schröder's equation
• A functional equation that leads to semistability
• Recent results on characterization of probability distributions: a unified approach through extensions of Deny&s theorem
• Homomorphisms from Functional Equations in Probability
• On the law of homogeneous stable functionals
• A GENERALIZATION OF A THEOREM OF DENY WITH APPLICATIONS IN CHARACTERIZATION THEORY
• Stable laws and Beurling kernels
• A direct approach to the stable distributions
• Characterizations of Stable Laws Based on a Number Theoretic Result
• Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability
• Sur une extension de la notion de loi semi-stable. (On an extension of the notion of semi-stable law)
• Stability properties of functional equations describing the scientific laws

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