Probability Laws with 1-Stable Marginals are 1-Stable
نویسندگان
چکیده
منابع مشابه
Optimal Interpolation Laws for Stable AR(1) Processes
In this paper, we focus on the problem of interpolating a continuous-time AR(1) process with stable innovations using minimum average error criterion. Stable innovations can be either Gaussian or non-Gaussian. In the former case, the optimality of the exponential splines is well understood. For nonGaussian innovations, however, the problem has been all too often addressed through Monte Carlo me...
متن کاملCharacteristic Functions of Random Variables Attracted to 1{stable Laws
The domain of attraction of a 1-stable law on R d is characterised by the expansions of the characteristic functions of its elements. k=1 X k , are given by the well known stable laws. ((Le], G-K], I-L]). A probability distribution function F on R d is called stable if for all a; b > 0 there are c > 0 and v 2 R d such that F a F b (x) = F c (x ? v) (x 2 R d) where F s (x) = F(x=s) (x 2 R d ; s ...
متن کاملStable laws and domains of attraction in free probability theory
In this paper we determine the distributional behavior of sums of free (in the sense of Voiculescu) identically distributed, infinitesimal random variables. The theory is shown to parallel the classical theory of independent random variables, though the limit laws are usually quite different. Our work subsumes all previously known instances of weak convergence of sums of free, identically distr...
متن کاملIntroducing Stable Real Non-Topological Solitary Wave Solutions in 1+1 Dimensions
By adding a proper term to the Lagrangian density of a real non-linear KG system with a proposed non-topological unstable solitary wave solution, its stability guaranteed appreciably. This additional term in the new modified Lagrangian density behaves like a strong internal force which stands against any arbitrary small deformation in the proposed non-topological solitary wave solution.
متن کاملM-estimators as GMM for Stable Laws Discretizations
This paper is devoted to "Some Discrete Distributions Generated by Standard Stable Densities" (in short, Discrete Stable Densities). The large-sample properties of M-estimators as obtained by the "Generalized Method of Moments" (GMM) are discussed for such distributions. Some corollaries are proposed. Moreover, using the respective results we demonstrate the large-sample pro...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1991
ISSN: 0091-1798
DOI: 10.1214/aop/1176990235