Dokument: Semistable distributions as marginals of operator stable laws
| Titel: | Semistable distributions as marginals of operator stable laws | |||||||
| URL für Lesezeichen: | https://docserv.uni-duesseldorf.de/servlets/DocumentServlet?id=69937 | |||||||
| URN (NBN): | urn:nbn:de:hbz:061-20250620-124106-7 | |||||||
| Kollektion: | Publikationen | |||||||
| Sprache: | Englisch | |||||||
| Dokumententyp: | Wissenschaftliche Texte » Artikel, Aufsatz | |||||||
| Medientyp: | Text | |||||||
| Autoren: | Kern, Peter [Autor] Scheffler, H.-P. [Autor] | |||||||
| Dateien: |
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| Stichwörter: | Log-periodic function, Operator stable distribution, Fourier transform, One-dimensional marginal distribution, Spectral representation, Semistable distribution | |||||||
| Beschreibung: | An example of Meerschaert (1990) shows that univariate marginals of an operator stable distribution are not necessarily stable distributions, but turned out to be semistable as shown by Meerschaert and Scheffler (1999). We characterize all semistable distributions that can appear as an univariate marginal of an operator stable law in terms of the spectral measure. | |||||||
| Rechtliche Vermerke: | Originalveröffentlichung:
Kern, P., & Scheffler, H.-P. (2025). Semistable distributions as marginals of operator stable laws. Statistics & Probability Letters, 226, Article 110458. https://doi.org/10.1016/j.spl.2025.110458 | |||||||
| Lizenz: |  Dieses Werk ist lizenziert unter einer Creative Commons Namensnennung 4.0 International Lizenz | |||||||
| Fachbereich / Einrichtung: | Mathematisch- Naturwissenschaftliche Fakultät | |||||||
| Dokument erstellt am: | 20.06.2025 | |||||||
| Dateien geändert am: | 20.06.2025 |
