Stable random variables with complex stability index, II
Teoriâ veroâtnostej i ee primeneniâ, Tome 67 (2022) no. 4, pp. 627-648
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This paper, which is a continuation of [I. A. Alexeev, Theory Probab. Appl., 67 (2022), pp. 335–351],
is concerned with $\alpha$-stable distributions with complex stability index $\alpha$.
Sufficient conditions for membership in
the domain of attraction of $\alpha$-stable random variables (r.v.'s) are given, and $\alpha$-stable Lévy processes and the corresponding
semigroups of operators are constructed. Necessary and sufficient conditions are given for membership in the class of limit laws
for sums of independent and identically distributed (i.i.d.) complex r.v.'s with complex normalization and centering.
Keywords:
infinitely divisible distributions, operator-stable laws, limit theorems
Mots-clés : stable distributions.
Mots-clés : stable distributions.
@article{TVP_2022_67_4_a0,
author = {I. A. Alekseev},
title = {Stable random variables with complex stability index, {II}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {627--648},
publisher = {mathdoc},
volume = {67},
number = {4},
year = {2022},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2022_67_4_a0/}
}
I. A. Alekseev. Stable random variables with complex stability index, II. Teoriâ veroâtnostej i ee primeneniâ, Tome 67 (2022) no. 4, pp. 627-648. http://geodesic.mathdoc.fr/item/TVP_2022_67_4_a0/