Stability bounds of decompositions of infinitely divisible distribution functions with Gaussian component of Linnik's class \(\mathfrak L\). (Q1175858)
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scientific article; zbMATH DE number 14778
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability bounds of decompositions of infinitely divisible distribution functions with Gaussian component of Linnik's class \(\mathfrak L\). |
scientific article; zbMATH DE number 14778 |
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Stability bounds of decompositions of infinitely divisible distribution functions with Gaussian component of Linnik's class \(\mathfrak L\). (English)
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25 June 1992
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A special class of infinitely divisible distribution functions has been characterized by Linnik in terms of the associated Lévy measure. Based on a condition on the rate of decrease of the tails of this measure the author obtains upper and lower bounds on a quantity that relates to the stability of this characterization.
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infinitely divisible distribution
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Lévy measure
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stability
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