Weak stability and generalized weak convolution for random vectors and stochastic processes

DOI10.1214/074921706000000149zbMath1124.60003arXivmath/0608225OpenAlexW1647409508MaRDI QIDQ5307902

Jolanta K. Misiewicz

Publication date: 19 September 2007

Full work available at URL: https://arxiv.org/abs/math/0608225

zbMATH Keywords

symmetric stable distributionscale mixtureweakly stable distribution\(\ell_\alpha\)-symmetric distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Probability measures on topological spaces (60B05) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Probabilistic measure theory (60A10)

Related Items (12)

Lévy processes and stochastic integrals in the sense of generalized convolutions ⋮ 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 ⋮ On the uniqueness of the Kendall generalized convolution ⋮ Lévy process with substable increments via generalized convolution ⋮ On the connections between weakly stable and pseudo-isotropic distributions ⋮ Kendall random walk, Williamson transform, and the corresponding Wiener-Hopf factorization ⋮ Limit property for regular and Weak Generalized Convolution ⋮ Every symmetric weakly-stable random vector is pseudo-isotropic ⋮ Generalized convolutions and the Levi-Civita functional equation ⋮ Weak Lévy--Khintchine Representation for Weak Infinite Divisibility ⋮ On weak generalized stability and \((c,d)\)-pseudostable random variables via functional equations

This page was built for publication: Weak stability and generalized weak convolution for random vectors and stochastic processes