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Fixed points of mappings of infinitely divisible distributions on

Ken Ichifuji, Makoto Maejima and Yohei Ueda

Statistics & Probability Letters, 2010, vol. 80, issue 17-18, 1320-1328

Abstract: A fixed point [mu] under a mapping [Phi] of infinitely divisible distributions on is defined by the relation [Phi]([mu])=[mu]a*[delta]c for some a>0 and . We investigate fixed points under some specific mappings, which are related to stable distributions.

Keywords: Infinitely; divisible; distribution; Stable; distribution; Semi-stable; distribution; Mapping; of; infinitely; divisible; distribution; Fixed; point (search for similar items in EconPapers)
Date: 2010
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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