On the connections between weakly stable and pseudo-isotropic distributions

DOI10.1016/J.SPL.2008.03.016MaRDI QIDQ952872zbMATH OpenOpenAlexFDO

Authors B. H. Jasiulis, J. Misiewicz

Publication date 14 November 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2008.03.016

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

Recommendations

• Every symmetric weakly-stable random vector is pseudo-isotropic
• Weakly stable vectors and magic distribution of S. Cambanis, R. Keener and G. Simons
• On convolutions and linear combinations of pseudo-isotropic distributions
• Classes of measures closed under mixing and convolution. Weak stability
• On \(\mathbb R^+\)-weakly stable distribution

Cites work

• scientific article; zbMATH DE number 4190795 (Why is no real title available?)
• scientific article; zbMATH DE number 3986266 (Why is no real title available?)
• scientific article; zbMATH DE number 3457875 (Why is no real title available?)
• scientific article; zbMATH DE number 3569481 (Why is no real title available?)
• scientific article; zbMATH DE number 4126389 (Why is no real title available?)
• scientific article; zbMATH DE number 3994623 (Why is no real title available?)
• Classes of measures closed under mixing and convolution. Weak stability
• Generalized convolutions
• Generalized convolutions II
• Generalized convolutions III
• Generalized convolutions IV
• Generalized convolutions V
• Infinite divisibility of sub-stable processes. II: Logarithm of probability measure
• On symmetric stochastic convolutions
• Weak stability and generalized weak convolution for random vectors and stochastic processes

Cited in

(12)

• Kendall random walk, Williamson transform, and the corresponding Wiener-Hopf factorization
• On convolutions and linear combinations of pseudo-isotropic distributions
• Every symmetric weakly-stable random vector is pseudo-isotropic
• Weakly stable vectors and magic distribution of S. Cambanis, R. Keener and G. Simons
• Portfolio theory for \(\alpha\)-symmetric and pseudoisotropic distributions: \(k\)-fund separation and the CAPM
• Classes of measures closed under mixing and convolution. Weak stability
• scientific article; zbMATH DE number 1552497 (Why is no real title available?)
• scientific article; zbMATH DE number 1894340 (Why is no real title available?)
• Limit property for regular and Weak Generalized Convolution
• Lévy process with substable increments via generalized convolution
• Lévy processes and stochastic integrals in the sense of generalized convolutions
• On weak generalized stability of random variables via functional equations

This page was built for publication: On the connections between weakly stable and pseudo-isotropic distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q952872)