On $\alpha $-Symmetric Distributions

DOI10.1137/1129107zbMath0599.60018OpenAlexW2037715963MaRDI QIDQ3733874

A. V. Shestakov, Yu. G. Kuritsyn

Publication date: 1985

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1129107

zbMATH Keywords

characteristic functioncharacteristic exponentstable symmetric distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

Related Items (4)

EFFICIENCY OF LINEAR ESTIMATORS UNDER HEAVY-TAILEDNESS: CONVOLUTIONS OF [alpha-SYMMETRIC DISTRIBUTIONS] ⋮ On \(\alpha\)-symmetric multivariate characteristic functions ⋮ Positive definite norm dependent functions on \(\ell ^{\infty}\) ⋮ Portfolio diversification and value at risk under thick-tailedness†

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