Characterizations of Stable Laws Based on a Number Theoretic Result

DOI10.1081/STA-200038828MaRDI QIDQ5290388zbMATH OpenOpenAlexFDO

Authors Damodar Shanbhag, C. R. Rao

Publication date 28 April 2006

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sta-200038828

zbMATH Keywords

Deny's theoremdiscrete stabilitygeneralized hyperbolic distributionLau-Rao theoremMultivariate stable distributionself-decomposability

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory of statistical distributions (62E10)

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Cites work

• A GENERALIZATION OF A THEOREM OF DENY WITH APPLICATIONS IN CHARACTERIZATION THEORY
• An elementary proof for an extended version of the Choquet-Deny theorem
• An extension of Goldie's result and further results in infinite divisibility
• An extension of the Rao-Rubin characterization of the Poisson distribution
• Discrete analogues of self-decomposability and stability
• Extended versions of Deny's theorem via de Finetti's theorem
• scientific article; zbMATH DE number 805102 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• Non-Negative Measurable Solutions of Difference Equations
• Recent results on characterization of probability distributions: a unified approach through extensions of Deny&s theorem
• Some results on the decomposability of the distribution of quadratic expressions

Cited in

(6)

• Generalized integrated Cauchy functional equation with applications to probability models
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• Stable laws arising from hitting distributions of processes on homogeneous trees and the hyperbolic half-plane.
• Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability

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