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The Lévy-Khinchin Representation of the One Class ofSigned Stable Measures and Some Its Applications

The Lévy-Khinchin Representation of the One Class ofSigned Stable Measures and Some Its Applications We study properties of symmetric stable measures with index α∈(2,4)∪(4,6). Such measures are signed ones and hence they are not probability measures. For this class of measures we construct an analogy of the Lévy-Khinchin representation. We show that in some sense these signed measures are limit measures for sums of independent random variables. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Applicandae Mathematicae Springer Journals

The Lévy-Khinchin Representation of the One Class ofSigned Stable Measures and Some Its Applications

Acta Applicandae Mathematicae , Volume 110 (3) – Apr 9, 2009

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References (14)

Publisher
Springer Journals
Copyright
Copyright © 2009 by Springer Science+Business Media B.V.
Subject
Mathematics; Mechanics; Statistical Physics, Dynamical Systems and Complexity; Theoretical, Mathematical and Computational Physics; Computer Science, general; Mathematics, general
ISSN
0167-8019
eISSN
1572-9036
DOI
10.1007/s10440-009-9510-9
Publisher site
See Article on Publisher Site

Abstract

We study properties of symmetric stable measures with index α∈(2,4)∪(4,6). Such measures are signed ones and hence they are not probability measures. For this class of measures we construct an analogy of the Lévy-Khinchin representation. We show that in some sense these signed measures are limit measures for sums of independent random variables.

Journal

Acta Applicandae MathematicaeSpringer Journals

Published: Apr 9, 2009

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