Weak Lévy--Khintchine Representation for Weak Infinite Divisibility

DOI10.1137/S0040585X97T987491zbMath1331.60032arXiv1407.4097OpenAlexW2289177012MaRDI QIDQ2790679

Jolanta K. Misiewicz, Barbara H. Jasiulis-Gołdyn

Publication date: 8 March 2016

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

Full work available at URL: https://arxiv.org/abs/1407.4097

zbMATH Keywords

symmetric stable distributionweakly stable distributiongeneralized and weak generalized convolutioninfinite divisibility of distributioninfinite divisibility with respect to generalized convolution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Related Items (8)

Lévy processes and stochastic integrals in the sense of generalized convolutions ⋮ How exceptional is the extremal Kendall and Kendall-type convolution ⋮ On weak generalized stability of random variables via functional equations ⋮ Classical definitions of the Poisson process do not coincide in the case of generalized convolutions ⋮ Lévy process with substable increments via generalized convolution ⋮ Kendall random walk, Williamson transform, and the corresponding Wiener-Hopf factorization ⋮ Limit property for regular and Weak Generalized Convolution ⋮ Generalized convolutions and the Levi-Civita functional equation

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