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
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