L\'evy--Khinchin representation of a~class of signed measures
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 13, Tome 361 (2008), pp. 145-166
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We study properties of symmetric stable measures with the index of stability $\alpha\in(2,4)\cup(4,6)$. For such signed measures we construct a natural analogue of the Lévy–Khinchin representation. We show that in some special sense these measures are limit measures for the sums of independent random variables. Bibl. – 6 titles.
@article{ZNSL_2008_361_a10,
author = {N. V. Smorodina and M. M. Faddeev},
title = {L\'evy--Khinchin representation of a~class of signed measures},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {145--166},
publisher = {mathdoc},
volume = {361},
year = {2008},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2008_361_a10/}
}
N. V. Smorodina; M. M. Faddeev. L\'evy--Khinchin representation of a~class of signed measures. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 13, Tome 361 (2008), pp. 145-166. http://geodesic.mathdoc.fr/item/ZNSL_2008_361_a10/