Three upsilon transforms related to tempered stable distributions

被引:0
作者
Grabchak, Michael [1 ]
机构
[1] Univ North Carolina Charlotte, Charlotte, NC 28223 USA
来源
ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2015年 / 20卷
关键词
upsilon transforms; transforms of Levy measures; tempered stable distributions; INFINITELY DIVISIBLE DISTRIBUTIONS; INTEGRAL-REPRESENTATIONS; FRACTIONAL INTEGRALS; LEVY MEASURES; MAPPINGS;
D O I
10.1214/ECP.v20-4366
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We discuss the properties of three upsilon transforms, which are related to the class of p-tempered alpha-stable (T S-alpha(p)) distributions. In particular, we characterize their domains and show how they can be represented as compositions of each other. Further, we show that if -infinity < beta < alpha < 2 and 0 < q < p < infinity then they can be used to transform the Levy measures of T S-beta(p) distributions into those of T S-alpha(q).
引用
收藏
页码:1 / 10
页数:10
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