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Zapiski Nauchnykh Seminarov POMI, 2014, Volume 431, Pages 145–177 (Mi znsl6100)  

Nonprobabilistic infinitely divisible distributions: the Lévy–Khinchin representation, limit theorems

M. V. Platonova

St. Petersburg State University, Faculty of Physics, St. Petersburg, Russia
References:
Abstract: We study properties of generalized infinitely divisible distributions with the Lévy measure $\Lambda(dx)=\frac{g(x)}{x^{1+\alpha}}\,dx$, $\alpha\in(2,4)\cup(4,6)$. Such measures are signed ones and hence they are not probability measures. We show that in some sence these signed measures are limit measures for sums of independent random variables.
Key words and phrases: infinitely divisible distributions, pseudo-processes.
Received: 20.10.2014
English version:
Journal of Mathematical Sciences (New York), 2016, Volume 214, Issue 4, Pages 517–539
DOI: https://doi.org/10.1007/s10958-016-2795-0
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: M. V. Platonova, “Nonprobabilistic infinitely divisible distributions: the Lévy–Khinchin representation, limit theorems”, Probability and statistics. Part 21, Zap. Nauchn. Sem. POMI, 431, POMI, St. Petersburg, 2014, 145–177; J. Math. Sci. (N. Y.), 214:4 (2016), 517–539
Citation in format AMSBIB
\Bibitem{Pla14}
\by M.~V.~Platonova
\paper Nonprobabilistic infinitely divisible distributions: the L\'evy--Khinchin representation, limit theorems
\inbook Probability and statistics. Part~21
\serial Zap. Nauchn. Sem. POMI
\yr 2014
\vol 431
\pages 145--177
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6100}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3488642}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2016
\vol 214
\issue 4
\pages 517--539
\crossref{https://doi.org/10.1007/s10958-016-2795-0}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84961160187}
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  • https://www.mathnet.ru/eng/znsl/v431/p145
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