Stable Random Variables with Complex Stability Index, I

DOI10.1137/S0040585X97T990976MaRDI QIDQ5046628zbMATH OpenOpenAlexFDO

Authors I. A. Alexeev

Publication date 9 November 2022

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

Full work available at URL https://doi.org/10.1137/s0040585x97t990976

zbMATH Keywords

infinitely divisible distributionsoperator-stable lawsstable distributions

Mathematics Subject Classification ID

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

Recommendations

• Stable Random Variables with Complex Stability Index, II
• On stable random variables with a complex stability index
• Complex stable sums of complex stable random variables
• Stability index for products of random transformations
• Stability of maxima of random variables with multidimensional indices
• scientific article; zbMATH DE number 774064
• Stability of sums of independent random variables

Cites work

• A commutative model of presentation of the group of flows \(SL(2,R)^ X\) that is connected with a unipotent subgroup
• scientific article; zbMATH DE number 3138903 (Why is no real title available?)
• scientific article; zbMATH DE number 3947305 (Why is no real title available?)
• scientific article; zbMATH DE number 50113 (Why is no real title available?)
• scientific article; zbMATH DE number 227027 (Why is no real title available?)
• scientific article; zbMATH DE number 6283558 (Why is no real title available?)
• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• scientific article; zbMATH DE number 3060775 (Why is no real title available?)
• scientific article; zbMATH DE number 3090543 (Why is no real title available?)
• Invariant measures generated by random fields with independent values
• Limit distributions for sums of independent random vectors. Heavy tails in theory and practice
• Operator-Stable Probability Distributions on Vector Groups
• Symmetric \(\alpha\)-stable distributions with noninteger \(\alpha > 2\) and related stochastic processes
• The Lévy-Khinchin representation of the one class of signed stable measures and some its applications
• Theorems on convergence of stochastic integrals distributions to signed measures and local limit theorems for large deviations

Cited in

(9)

• On the stability of the characterization of double-composed random variables
• Polya's characterization theorem for complex random variables
• On stable random variables with a complex stability index
• Some properties of -stable random variables
• scientific article; zbMATH DE number 487642 (Why is no real title available?)
• Stable Random Variables with Complex Stability Index, II
• Complex stable sums of complex stable random variables
• On complexification of max-stable distributions
• Stable Random Variables with Complex Index α. the Case |α − 1/2| < 1/2

This page was built for publication: Stable Random Variables with Complex Stability Index, I

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5046628)