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Zapiski Nauchnykh Seminarov POMI, 2022, Volume 510, Pages 262–281
(Mi znsl7206)
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On representation of the logarithm for arbitrary characteristic function on segments
A. A. Khartov Smolensk State University
Abstract:
We consider a characteristic function of arbitrary probability law. We obtain analogs of the Lévy–Khintchine formula for it on any segment of the form $[-r,r]$ with finite $r>0$, where the characteristic function does not vanish. Using these representations we prove a criterion of belonging of the corresponding distribution function to the new wide class of so called quasi-infinitely divisible distribution functions.
Key words and phrases:
characteristic functions, Lévy–Khintchine formula, infinitely divisible distributions, quasi-infinitely divisible distributions.
Received: 06.09.2022
Citation:
A. A. Khartov, “On representation of the logarithm for arbitrary characteristic function on segments”, Probability and statistics. Part 32, Zap. Nauchn. Sem. POMI, 510, POMI, St. Petersburg, 2022, 262–281
Linking options:
https://www.mathnet.ru/eng/znsl7206 https://www.mathnet.ru/eng/znsl/v510/p262
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Abstract page: | 118 | Full-text PDF : | 60 | References: | 26 |
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