Characterizations of stable laws via functional equations

DOI10.1002/mana.200310378zbMath1087.62013OpenAlexW2156834408MaRDI QIDQ5467040

Arjun K. Gupta, Truc T. Nguyen, Keshav Jagannathan, Damodar N. Shanbhag

Publication date: 23 May 2006

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.200310378

zbMATH Keywords

convolutioncharacteristic functionsinfinitely divisible distributionsprobability generating functionsNormal distributionmultivariate stable lawsdiscrete strictly stable lawsLévy canonical representation

Mathematics Subject Classification ID

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

Related Items (5)

Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability ⋮ Homomorphisms from Functional Equations in Probability ⋮ Generalized integrated Cauchy functional equation with applications to probability models ⋮ Stable laws and Beurling kernels ⋮ A direct approach to the stable distributions

Cites Work

• Risk processes perturbed by α-stable Lévy motion
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