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On Weak Generalized Stability and (c,d)-Pseudostable Random Variables via Functional Equations
Authors:W Jarczyk  J K Misiewicz
Institution:(1) Department of Mathematics Informatics and Econometrics, University of Zielona Góra, ul. Szafrana 4A, 65-516 Zielona Góra, Poland
Abstract:In this paper we give a first attempt to define and study stable distributions with respect to the weak generalized convolution, focusing our attention on the symmetric weakly stable distribution. As in the case of the classical convolution, characterization of distributions stable in the sense of weak generalized convolution depends on solving some functional equations in the class of characteristic functions. This paper was partially written while the second author was a visiting professor of Delft Institute of Applied Mathematics, Delft University of Technology, Holland.
Keywords:Weakly stable distribution  Symmetric stable distribution                                    α              -symmetric distribution  Generalized convolution  Scale mixture  Functional equation  Convexity
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