Characterizations of stable laws via functional equations

Autor:	D. N. Shanbhag, Keshav Jagannathan, Arjun K. Gupta, Truc T. Nguyen
Rok vydání:	2006
Předmět:	Normal distribution Characteristic function (probability theory) Generalization General Mathematics Law Mathematics::History and Overview Probability-generating function Infinite divisibility Mathematics Convolution
Zdroj:	Mathematische Nachrichten. 279:571-580
ISSN:	1522-2616 0025-584X
DOI:	10.1002/mana.200310378
Popis:	In this paper, characterizations of continuous and discrete stable laws are given using Deny's Theorem. These results are obtained using infinite divisibility property of the characteristic function, and the ensueing functional equations are solved using either Deny's Theorem or the Lau–Rao Theorem. Multivariate versions of these results are also given in addition to a multidimensional generalization of the main result. (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::972b681e26042e3319c137cfdc33e4e2 https://doi.org/10.1002/mana.200310378 Zobrazit plný text záznamu Plný text