Tempered geometric stable distributions and processes

Autor:	Torricelli, Lorenzo
Rok vydání:	2023
Předmět:	Mathematics - Probability 60E07 60G51 33C
Druh dokumentu:	Working Paper
Popis:	We introduce a notion of geometric tempering using exponentially-dampened Mittag-Leffler tempering functions and closely investigate the univariate case. Characteristic exponents and cumulants are calculated, as well as spectral densities. Absolute continuity relations are shown, and short and long time scaling limits of the associated L\'evy processes analyzed.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2305.15837 Zobrazit plný text záznamu View this record from Arxiv