Nonprobabilistic Infinitely Divisible Distributions: The Lévy-Khinchin Representation, Limit Theorems
- Autores: Platonova M.1
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Afiliações:
- St.Petersburg State University
- Edição: Volume 214, Nº 4 (2016)
- Páginas: 517-539
- Seção: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/237446
- DOI: https://doi.org/10.1007/s10958-016-2795-0
- ID: 237446
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Resumo
Properties of generalized infinitely divisible distributions with Lévy measure \( \varLambda (dx)=\frac{g(x)}{x^{1+\upalpha}}dx, \) α ∈ (2, 4) ∪ (4, 6) are studied. Such a measure is a signed one and, hence, is not a probability measure. It is proved that in some sense these signed measures are the limit measures for the distributions of the sums of independent random variables. Bibliography: 6 titles
Sobre autores
M. Platonova
St.Petersburg State University
Autor responsável pela correspondência
Email: mariyaplat@rambler.ru
Rússia, St.Petersburg