A direct approach to the stable distributions
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Publication:5197412
DOI10.1017/apr.2016.55zbMath1426.60020arXiv1604.07350OpenAlexW2963597913MaRDI QIDQ5197412
E. J. G. Pitman, Jim W. Pitman
Publication date: 23 September 2019
Published in: Unnamed Author (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1604.07350
regular variationcharacteristic functioninfinitely divisible distributionLévy-Khintchine formulastable distributionEulerian integral
Related Items (4)
Mixing of linear operators under infinitely divisible measures on Banach spaces ⋮ Homomorphisms from Functional Equations in Probability ⋮ Generalized integrated Cauchy functional equation with applications to probability models ⋮ Empirical cumulant function based parameter estimation in stable laws
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