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Zapiski Nauchnykh Seminarov POMI, 2014, Volume 431, Pages 145–177
(Mi znsl6100)
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Nonprobabilistic infinitely divisible distributions: the Lévy–Khinchin representation, limit theorems
M. V. Platonova St. Petersburg State University, Faculty of Physics, St. Petersburg, Russia
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
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
Linking options:
https://www.mathnet.ru/eng/znsl6100 https://www.mathnet.ru/eng/znsl/v431/p145
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Abstract page: | 391 | Full-text PDF : | 135 | References: | 72 |
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