Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws

DOI10.1214/08-AAP540zbMath1171.60309arXiv0712.0576OpenAlexW3102744241MaRDI QIDQ1009486

Jan Rosiński, Gennady Samorodnitsky, Martin Jacobsen, Thomas Mikosch

Publication date: 2 April 2009

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0712.0576

zbMATH Keywords

inverse problemfunctional equationregular variationCauchy equationLévy measureinfinite divisibilitystochastic integrallinear filterChoquet-Deny equationinfinite moving averagetail of a measure

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Probability distributions: general theory (60E05)

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