Semistable distributions as marginals of operator stable laws

P. Kern and H.-P. Scheffler

Statistics & Probability Letters, 2025, vol. 226, issue C

Abstract: An example of Meerschaert (1990) shows that univariate marginals of an operator stable distribution are not necessarily stable distributions, but turned out to be semistable as shown by Meerschaert and Scheffler (1999). We characterize all semistable distributions that can appear as an univariate marginal of an operator stable law in terms of the spectral measure.

Keywords: Operator stable distribution; One-dimensional marginal distribution; Semistable distribution; Fourier transform; Spectral representation; Log-periodic function (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2025.110458

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