Note on the innovation variable of hyperbolic characteristic functions

DOI10.14708/MA.V53I1.7343MaRDI QIDQ6905912zbMATH OpenFDO

Authors Zbigniew J. Jurek

Publication date 5 November 2025

Published in Mathematica Applicanda (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14708/MA.V53I1.7343

zbMATH Keywords

hyperbolic characteristic functionsinnovation variablerandom integrals-selfdecomposabilityselfdecomposabilitystochastic area variableWienar process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50) Characterization and structure theory of statistical distributions (62E10)

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