Which Urbanik class \(L_k\), do the hyperbolic and the generalized logistic characteristic functions belong to? (Q6165369)
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scientific article; zbMATH DE number 7707292
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English | Which Urbanik class \(L_k\), do the hyperbolic and the generalized logistic characteristic functions belong to? |
scientific article; zbMATH DE number 7707292 |
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Which Urbanik class \(L_k\), do the hyperbolic and the generalized logistic characteristic functions belong to? (English)
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4 July 2023
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Denote by \(L_0\) the class of infinitely divisible distributions on \(\mathbb{R}\). The Urbanik classes \(L_k\) for \(k\in \mathbb{N}\) are then defined recursively. Namely, by definition the law \(\mathcal{L}(X)\) of a random variable \(X\) is in the Urbanik class \(L_k\) if for every \(c\in (0,1)\) there exists random variable \(X_c\), independent of \(X\), such that \(\mathcal{L}(X) \in L_{k-1}\) and \(cX + X_c\) has the same distribution as \(X\). The class \(L_1\) is then the class of selfdecomposable distributions on \(\mathbb{R}\). It is known that the distributions of the factors \(X_c\) are unique in that case and that \(L_0 \supset L_1 \supset L_2 \supset \ldots\). It is shown that the hyperbolic-sine distribution with characteristic function \(t\mapsto t/\sinh(t)\) and the hyperbolic-cosine distribution with characteristic function \(t\mapsto 1/\cosh(t)\) are both in \(L_2\) but not in \(L^3\). Further, it is shown that the hyperbolic-tangent distribution with characteristic function \(t\mapsto (\tanh(t))/t\) and the double-exponential distribution with characteristic function \(t\mapsto 1/(1+t^2)\) belong to \(L_0\setminus L_1\), and that the logistic distribution with characteristic function \(t\mapsto |\Gamma(\alpha + \mathrm{i} t/\pi) / \Gamma(\alpha)|^2\) (where \(\alpha > 0\)) belongs to \(L_1\). As a consequence, information about the Urbanik class to which the corresponding factor \(\mathcal{L} (X_c)\) belongs to is obtained.
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Urbanik class
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hyerpolic-sine distribution
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hyperbolic cosine-distribution
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hyperbolic tanget-distribution
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logistic distribution
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