A direct approach to the stable distributions

DOI10.1017/apr.2016.55zbMath1426.60020arXiv1604.07350OpenAlexW2963597913MaRDI QIDQ5197412

E. J. G. Pitman, Jim W. Pitman

Publication date: 23 September 2019

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.07350

zbMATH Keywords

regular variationcharacteristic functioninfinitely divisible distributionLévy-Khintchine formulastable distributionEulerian integral

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Related Items (4)

Mixing of linear operators under infinitely divisible measures on Banach spaces ⋮ Homomorphisms from Functional Equations in Probability ⋮ Generalized integrated Cauchy functional equation with applications to probability models ⋮ Empirical cumulant function based parameter estimation in stable laws

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