The world of random variables without finite moments of all orders: from the Saint Petersburg paradox to Lévy processes

DOI10.2436/20.2002.01.42zbMATH Open1262.60001MaRDI QIDQ2906530FDOQ2906530

Authors: Josép Lluis Solé 

Publication date: 5 September 2012

Published in: Butlletí de la Societat Catalana de Matemàtiques (Search for Journal in Brave)

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zbMATH Keywords

cumulantslaws of large numbersstable lawsinfinitely divisible lawsLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

Cited In (1)

• Random variables without finite moments of all orders and modelling

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