Rao, C. R. ; Shanbhaga, D. N. (2004) Characterizations of stable laws based on a number theoretic result Communications in Statistics - Theory and Methods, 33 (12). pp. 2873-2884. ISSN 0361-0926
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Official URL: http://www.tandfonline.com/doi/abs/10.1081/STA-200...
Related URL: http://dx.doi.org/10.1081/STA-200038828
Abstract
Characterizations of stable laws are given using a certain number theoretic result in Hardy [Hardy, G. H. (1967). A First Course of Pure Mathematics. Cambridge: Cambridge University Press], in conjunction with Deny's theorem [Deny, J. (1966). Sur l'equation de convolution μμ∗s. Semin. Theory Potent. (Ed. M. Brelot), Fac. Sci. Paris. 250:1959-1960 (4e année.)] or the Lau-Rao theorem [Lau, K. S., Rao, C. R. (1982). Integrated Cauchy functional equation and characterizations of the exponential law. Sankhya Ser. A 44:72-90] on integral equations. Some observations of relevance to the characterizations or the arguments employed to obtain these are also made.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Taylor and Francis Group. |
| Keywords: | Stable Distributions; Self-decomposable Distributions; Hyperbolic and Generalized Hyperbolic Distributions; Deny's Theorem; Lau-Rao Theorem; Indecomposable Distributions; Infinitely Divisible Projections |
| ID Code: | 71909 |
| Deposited On: | 28 Nov 2011 04:22 |
| Last Modified: | 28 Nov 2011 04:22 |
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