Solution to a functional equation and its application to stable and stable-type distributions

G. G. Hamedani, Eric S. Key and Hans Volkmer

Statistics & Probability Letters, 2004, vol. 69, issue 1, 1-9

Abstract: The main result of the paper completely characterizes all continuous complex-valued functions [phi](t) with domain or satisfying[phi](t)=([phi](a1t))[gamma]1=([phi](a2t))[gamma]2,where a1[not equal to]1, a2[not equal to]1, [gamma]1,[gamma]2 are positive numbers with irrational log a1/log a2.

Keywords: Characterization; Stable; distributions; Sub-independence (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (1)

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