STABLE LAWS AND BEURLING KERNELS

被引：2
|
作者：
Ostaszewski, Adam J. [1 ]
机构：
[1] London Sch Econ, Dept Math, Houghton St, London WC2A 2AE, England
来源：
ADVANCES IN APPLIED PROBABILITY | 2016年 / 48卷 / 0A期
关键词：
Stable laws; Beurling regular variation; quantifier weakening; homomor-phism; Goldie equation; Golab-Schinzel equation; Levi-Civita equation; FUNCTIONAL-EQUATION; EXTENSIONS;
D O I：
10.1017/apr.2016.53
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We identify a close relation between stable distributions and the limiting homomorphisms central to the theory of regular variation. In so doing some simplifications are achieved in the direct analysis of these laws in Pitman and Pitman (2016); stable distributions are themselves linked to homomorphy.
引用
收藏
页码：239 / 248
页数：10
相关论文
共 50 条
  • [1] Beurling-Malliavin theory for Toeplitz kernels
    N. Makarov
    A. Poltoratski
    Inventiones mathematicae, 2010, 180 : 443 - 480
  • [2] Beurling-Malliavin theory for Toeplitz kernels
    Makarov, N.
    Poltoratski, A.
    INVENTIONES MATHEMATICAE, 2010, 180 (03) : 443 - 480
  • [3] Kernels in the Category of Formal Group Laws
    Demchenko, Oleg
    Gurevich, Alexander
    CANADIAN JOURNAL OF MATHEMATICS-JOURNAL CANADIEN DE MATHEMATIQUES, 2016, 68 (02): : 334 - 360
  • [4] Singular kernels and compactness in nonlinear conservation laws
    Feireisl, E
    Petzeltova, H
    JOURNAL OF DIFFERENTIAL EQUATIONS, 1998, 142 (02) : 291 - 304
  • [5] Subdiffusion and stable laws
    Uchaikin, VV
    JOURNAL OF EXPERIMENTAL AND THEORETICAL PHYSICS, 1999, 88 (06) : 1155 - 1163
  • [6] Superdiffusion and stable laws
    V. M. Zolotarev
    V. V. Uchaikin
    V. V. Saenko
    Journal of Experimental and Theoretical Physics, 1999, 88 : 780 - 787
  • [7] STABLE LAWS IN A GROUP
    TORTRAT, A
    ANNALES DE L INSTITUT HENRI POINCARE SECTION B-CALCUL DES PROBABILITES ET STATISTIQUE, 1981, 17 (01): : 51 - 61
  • [8] ON DIVISIBILITY OF STABLE LAWS
    ZOLOTAREV, VM
    THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1967, 12 (03): : 506 - +
  • [9] A PROPERTY OF STABLE LAWS
    缪柏其
    赵林城
    A Monthly Journal of Science, 1983, (11) : 1453 - 1456
  • [10] A PROPERTY OF STABLE LAWS
    MIAO, BQ
    ZHAO, LC
    KEXUE TONGBAO, 1983, 28 (11): : 1453 - 1456
12345