The L,vy-Khinchin Representation of the One Class of Signed Stable Measures and Some Its Applications

被引：7
|
作者：
Smorodina, N. V. [1 ]
Faddeev, M. M. [1 ]
机构：
[1] St Petersburg State Univ, St Petersburg, Russia
来源：
ACTA APPLICANDAE MATHEMATICAE | 2010年 / 110卷 / 03期
基金：
俄罗斯基础研究基金会;
关键词：
Poisson random measures; Levy-Khinchin representation; Strictly stable random variable; Limit theorems;
D O I：
10.1007/s10440-009-9510-9
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We study properties of symmetric stable measures with index alpha a(2,4)a(a)(4,6). Such measures are signed ones and hence they are not probability measures. For this class of measures we construct an analogy of the L,vy-Khinchin representation. We show that in some sense these signed measures are limit measures for sums of independent random variables.
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页码：1289 / 1308
页数：20
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