Artikel

Modified Stieltjes transform and generalized convolutions of probability distributions

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The classical Stieltjes transform is modified in such a way as to generalize both Stieltjes and Fourier transforms. This transform allows the introduction of new classes of commutative and non-commutative generalized convolutions. A particular case of such a convolution for degenerate distributions appears to be the Wigner semicircle distribution.

Sprache
Englisch

Erschienen in
Journal: Journal of Risk and Financial Management ; ISSN: 1911-8074 ; Volume: 11 ; Year: 2018 ; Issue: 1 ; Pages: 1-6 ; Basel: MDPI

Klassifikation
Wirtschaft
Thema
Stieltjes transform
characteristic function
generalized convolution
beta distribution

Ereignis
Geistige Schöpfung
(wer)
Klebanov, Lev B.
Roozegar, Rasool
Ereignis
Veröffentlichung
(wer)
MDPI
(wo)
Basel
(wann)
2018

DOI
doi:10.3390/jrfm11010005
Handle
Letzte Aktualisierung
10.03.2025, 11:42 MEZ

Datenpartner

Dieses Objekt wird bereitgestellt von:
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Objekttyp

  • Artikel

Beteiligte

  • Klebanov, Lev B.
  • Roozegar, Rasool
  • MDPI

Entstanden

  • 2018

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