Characterizations of stable laws via fun
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Arjun K. Gupta; Keshav Jagannathan; Truc T. Nguyen; Damodar N. Shanbhag
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Article
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2006
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John Wiley and Sons
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English
โ 159 KB
## Abstract In this paper, characterizations of continuous and discrete stable laws are given using Deny's Theorem. These results are obtained using infinite divisibility property of the characteristic function, and the ensueing functional equations are solved using either Deny's Theorem or the Lau