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THE LÉVY-KHINCHIN REPRESENTATION OF A CLASS OF STABLE SIGNED MEASURES
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Department of Higher Mathematics and Mathematical Physics
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Links
http://elibrary.ru/item.asp?id=12783503
DOI
https://doi.org/DOI: 10.1007/s10958-009-9449-4
Other version
N.V. Smorodina
M.M. Faddeev
We study properties of symmetric stable measures with index of stability α (2, 4) ∪ (4, 6). For such signed measures, we construct a natural analog of the Lévy-Khinchin representation. We show that, in some special sense, these measures are limit measures for sums of independent random variables. Bibliography: 6 titles. © 2009 Springer Science+Business Media, Inc.
Original language
English
Pages (from-to)
363-375
Journal
Journal of Mathematical Sciences
Volume
159
Issue number
3
DOIs
https://doi.org/DOI: 10.1007/s10958-009-9449-4
State
Published -
2009
ID: 5175863