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JOURNALS // Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia // Archive

Dokl. RAN. Math. Inf. Proc. Upr., 2021 Volume 501, Pages 5–10 (Mi danma213)

This article is cited in 1 paper

MATHEMATICS

On stable random variables with a complex stability index

I. A. Alekseev

St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences, St. Petersburg, Russia

Abstract: In this paper, we construct complex-valued random variables that satisfy the usual stability condition, but for a complex stability index $\alpha$ satisfying the conditions $|\alpha-1|<1$ and $|\alpha-\frac12|\ne\frac12$. A representation of the characteristic functions of the constructed random variables is found, and limit theorems for sums of independent identically distributed random variables are formulated.

Keywords: stable distributions, infinitely divisible distributions, limit theorems.

UDC: 519.213.7

Presented: I. A. Ibragimov
Received: 31.08.2021
Revised: 18.09.2021
Accepted: 22.09.2021

DOI: 10.31857/S2686954321060023


 English version:
Doklady Mathematics, 2021, 104:3, 317–321

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© Steklov Math. Inst. of RAS, 2024