Název:
Stable distributions: On parametrizations of characteristic exponent
Autoři:
Karlová, Andrea Typ dokumentu: Výzkumné zprávy
Rok:
2011
Jazyk:
eng
Edice: Research Report, svazek: 2308
Abstrakt: In this report we investigate theory of stable distributions and their role in probability theory. We are interested in derivation of canonical measure, semigroup operator and mainly in parametrizations of characteristic exponents. We finally introduce a new parametrization.
Klíčová slova:
characteristic exponent; characteristic function; stable distribution Číslo projektu: CEZ:AV0Z10750506 (CEP)