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Publication:3662352
zbMATH Open0515.60022MaRDI QIDQ3662352FDOQ3662352
Publication date: 1983
Title of this publication is not available (Why is that?)
infinite divisibilitystable distributionscharacteristic functionsFourier-Stieltjes transformfactorizations
Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38)
Cited In (30)
- Abelian and Tauberian theorems relating the local behavior of an integrable function to the tail behavior of its Fourier transform
- Tauberian theorems and large deviations
- On Mittag-Leffler distributions and related stochastic processes
- Goodness-of-fit tests in semi-linear models
- Energy cascades as branching processes with emphasis on Neveu's approach to Derrida's random energy model
- A rate of convergence in the Poissonian representation of stable distributions
- Estimation of the Boundary of a Variable Observed With Symmetric Error
- Weak invariance principles for weighted \(U\)-statistics
- On the simulation of iterated Itô integrals.
- On a functional equation generalizing the class of semistable distributions
- Lee-Yang property and Gaussian multiplicative chaos
- A strong Tauberian theorem for characteristic functions
- Adaptive estimation of the center of symmetry based on the empirical characteristic function
- On the self-decomposability of the half-Cauchy distribution
- Nonlinear filters approximations by cumulant function expansion: The polynomial case
- On Lévy-Fréchet processes and related self-similar and semi-self-similar ones
- Natural exponential families and self-decomposability
- Characteristic functions of scale mixtures of multivariate skew-normal distributions
- On quasi-infinitely divisible distributions
- On the infinite divisibility of the half-Cauchy and other decreasing densities and probability functions on the nonnegative line
- Autocorrelation Functions
- On Max-Multiscaling Distributions as Extended Max-Semistable Ones
- Specification tests in mixed effects models
- On the mean value parametrization of natural exponential families -- a revisited review
- Local constraints satisfied by realizable correlation functions
- The Parseval Equation as a Tool for the Continuation of Characteristic Functions and Positive Definite Probability Densities
- Factorization theory for probability distributions
- Adaptive density estimation using the blockwise Stein method
- On characteristic function-based bootstrap tests
- Optimal kernel estimation of densities
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