Details

Autor(en) / Beteiligte

• Jurek, Zbigniew J.

Titel

Some definite integrals arising from selfdecomposable characteristic functions

Ist Teil von

• Lithuanian mathematical journal, 2023-07, Vol.63 (3), p.291-304

Ort / Verlag

New York: Springer US

Erscheinungsjahr

2023

Quelle

SpringerLink Journals - AutoHoldings

Beschreibungen/Notizen

• In the probability theory, selfdecomposable or class L 0 distributions play an important role as they are limit distributions of normalized partial sums of sequences of independent, not necessarily identically distributed, random variables. The class L 0 is quite large and includes many known classical distributions. For this note, the most important feature of the selfdecomposable variables are their random integral representation with respect to a Lévy process. From those random integral representations we get the equality of logarithms of some characteristic functions. These allow us to get formulas for some definite integrals; some of them were previously unknown, and some are rarely quoted in popular tables of integrals and series.