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Bibliography

Research Report

Stable distributions: On parametrizations of characteristic exponent

Karlová Andrea

: ÚTIA AV ČR, (Praha 2011)

: Research Report 2308

: CEZ:AV0Z10750506

: stable distribution, characteristic function, characteristic exponent

: http://library.utia.cas.cz/separaty/2011/SI/karlova-stable distributions on parametrizations of characteristic exponent.pdf

(eng): 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.

: BA