Characterizations of Stable Laws Based on a Number Theoretic Result

DOI10.1081/STA-200038828zbMath1098.60025OpenAlexW2008614912MaRDI QIDQ5290388

Damodar N. Shanbhag, C. Radhakrishna Rao

Publication date: 28 April 2006

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-200038828

zbMATH Keywords

Deny's theoremself-decomposabilitydiscrete stabilitygeneralized hyperbolic distributionLau-Rao theoremMultivariate stable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability ⋮ Generalized integrated Cauchy functional equation with applications to probability models

Cites Work

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• An elementary proof for an extended version of the Choquet-Deny theorem
• Discrete analogues of self-decomposability and stability
• Extended versions of Deny's theorem via de Finetti's theorem
• Recent results on characterization of probability distributions: a unified approach through extensions of Deny&s theorem
• Non-Negative Measurable Solutions of Difference Equations
• Some results on the decomposability of the distribution of quadratic expressions
• An extension of the Rao-Rubin characterization of the Poisson distribution
• An extension of Goldie's result and further results in infinite divisibility
• A GENERALIZATION OF A THEOREM OF DENY WITH APPLICATIONS IN CHARACTERIZATION THEORY

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