On the connections between weakly stable and pseudo-isotropic distributions

DOI10.1016/J.SPL.2008.03.016zbMath1151.60307OpenAlexW2050916603MaRDI QIDQ952872

B. H. Jasiulis, Jolanta K. Misiewicz

Publication date: 14 November 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.03.016

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05)

Related Items (7)

Portfolio theory for \(\alpha\)-symmetric and pseudoisotropic distributions: \(k\)-fund separation and the CAPM ⋮ Lévy processes and stochastic integrals in the sense of generalized convolutions ⋮ On weak generalized stability of random variables via functional equations ⋮ 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 ⋮ Every symmetric weakly-stable random vector is pseudo-isotropic

Cites Work

• On symmetric stochastic convolutions
• Infinite divisibility of sub-stable processes. II: Logarithm of probability measure
• Generalized convolutions IV
• Generalized convolutions V
• Classes of measures closed under mixing and convolution. Weak stability
• Generalized convolutions II
• Generalized convolutions III
• Weak stability and generalized weak convolution for random vectors and stochastic processes
• Generalized convolutions
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