Generalized convolutions IV

DOI10.4064/sm-83-2-97-104zbMath0625.60013OpenAlexW4251287266MaRDI QIDQ3027973

Kazimierz Urbanik

Publication date: 1986

Published in: Studia Mathematica (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/218718

zbMATH Keywords

stable measuresgeneralized convolution algebrasselfdecomposableweak characteristic functionBanach algebras of complex measures

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Convolution as an integral transform (44A35) Characteristic functions; other transforms (60E10)

Related Items (15)

Lévy processes and stochastic integrals in the sense of generalized convolutions ⋮ Cramér-Lundberg model for some classes of extremal Markov sequences ⋮ Asymptotic properties of extremal Markov processes driven by Kendall convolution ⋮ How exceptional is the extremal Kendall and Kendall-type convolution ⋮ On weak generalized stability of random variables via functional equations ⋮ Classical definitions of the Poisson process do not coincide in the case of generalized convolutions ⋮ On the uniqueness of the Kendall generalized convolution ⋮ Lévy process with substable increments via generalized convolution ⋮ On the connections between weakly stable and pseudo-isotropic distributions ⋮ Kendall random walk, Williamson transform, and the corresponding Wiener-Hopf factorization ⋮ Limit property for regular and Weak Generalized Convolution ⋮ Every symmetric weakly-stable random vector is pseudo-isotropic ⋮ Generalized convolutions and the Levi-Civita functional equation ⋮ Weak Lévy--Khintchine Representation for Weak Infinite Divisibility ⋮ Generalized convolutions on \(\mathbf R\) with applications to financial modeling

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