On weak generalized stability and (c,d)-pseudostable random variables via functional equations

DOI10.1007/S10959-008-0195-1MaRDI QIDQ1028623zbMATH OpenOpenAlexFDO

Authors Witold Jarczyk, J. Misiewicz

Publication date 6 July 2009

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0810.5285

zbMATH Keywords

\(\ell_\alpha\)-symmetric distributionconvexityfunctional equationgeneralized convolutionscale mixturesymmetric stable distributionweakly stable distribution

Mathematics Subject Classification ID

Convexity of real functions in one variable, generalizations (26A51) Functional equations for real functions (39B22) Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

Abstract: In this paper we give a first attempt to define and study stable distributions with respect to the weak generalized convolution, focusing our attention on the symmetric weakly stable distribution. As in the case of the classical convolution, characterization of distributions stable in the sense of the weak generalized convolution depends on solving some functional equations in the class of characteristic functions.

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Cited in

(7)

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• Lévy process with substable increments via generalized convolution
• Weak stability and generalized weak convolution for random vectors and stochastic processes
• How exceptional is the extremal Kendall and Kendall-type convolution
• On weak generalized stability of random variables via functional equations
• Monotonicity of functionals associated to product measures via their Fourier transform and applications
• Lévy processes and stochastic integrals in the sense of generalized convolutions

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