A direct approach to the stable distributions
| Autor: | Jim Pitman, E. J. G. Pitman |
|---|---|
| Rok vydání: | 2016 |
| Předmět: |
Statistics and Probability
Integral representation Characteristic function (probability theory) Applied Mathematics Direct method Probability (math.PR) 010102 general mathematics Mathematical analysis 01 natural sciences Stable distribution 010104 statistics & probability Mathematics::Probability Line (geometry) Functional equation FOS: Mathematics 0101 mathematics Mathematics - Probability Mathematics |
| Zdroj: | Advances in Applied Probability. 48:261-282 |
| ISSN: | 1475-6064 0001-8678 |
| DOI: | 10.1017/apr.2016.55 |
| Popis: | The explicit form for the characteristic function of a stable distribution on the line is derived analytically by solving the associated functional equation and applying theory of regular variation, without appeal to the general L\'evy-Khintchine integral representation of infinitely divisible distributions. Comment: 24 pages |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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