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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2021 Volume 505, Pages 17–37 (Mi znsl7121)

This article is cited in 1 paper

Stable random variables with a complex index $\alpha$. The case of $|\alpha - 1/2|<1/2$

I. A. Alekseev

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

Abstract: The case of $|\alpha - 1/2|<1/2$. In this paper, we construct complex-valued random variables that satisfy the usual stability condition, but for a complex parameter $\alpha$ such that $|\alpha-1/2|<1/2$. The characteristic function of the obtained random variables is found and limit theorems for sums of independent identically distributed random variables are proved. The corresponding Lévy processes and semigroups of operators corresponding to these processes are constructed.

Key words and phrases: stable distributions, infinity divisible distributions, limit theorems, Lévy processes.

UDC: 519.2

Received: 14.09.2021



© Steklov Math. Inst. of RAS, 2024