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
  • [41] Convergence to Stable Laws in Relative Entropy
    S. G. Bobkov
    G. P. Chistyakov
    F. Götze
    Journal of Theoretical Probability, 2013, 26 : 803 - 818
  • [42] CONVERGENCE OF SUMS TO A CONVOLUTION OF STABLE LAWS
    MASON, JD
    ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (03): : 1068 - &
  • [43] EXTREME STABLE LAWS AND SOME APPLICATIONS
    EATON, ML
    MORRIS, C
    RUBIN, H
    JOURNAL OF APPLIED PROBABILITY, 1971, 8 (04) : 794 - &
  • [44] Estimation of the characteristic exponent of stable laws
    Yanushkevichiene, Olga
    Saenko, Viacheslav
    LITHUANIAN MATHEMATICAL JOURNAL, 2017, 57 (02) : 266 - 281
  • [45] Comparing Frechet and positive stable laws
    Simon, Thomas
    ELECTRONIC JOURNAL OF PROBABILITY, 2014, 19 : 1 - 25
  • [46] Convergence to Stable Laws in Relative Entropy
    Bobkov, S. G.
    Chistyakov, G. P.
    Goetze, F.
    JOURNAL OF THEORETICAL PROBABILITY, 2013, 26 (03) : 803 - 818
  • [47] OPERATOR-STABLE LAWS OF DISTRIBUTION
    SEMOVSKII, SV
    DOKLADY AKADEMII NAUK SSSR, 1979, 244 (04): : 836 - 839
  • [48] General max-stable laws
    M. Sreehari
    Extremes, 2009, 12 : 187 - 200
  • [49] On stable social laws and qualitative equilibria
    Tennenholtz, M
    ARTIFICIAL INTELLIGENCE, 1998, 102 (01) : 1 - 20
  • [50] Beurling primes with RH and Beurling primes with large oscillation
    Wen-Bin Zhang
    Mathematische Annalen, 2007, 337 : 671 - 704
12345