Artikel

Modified Stieltjes transform and generalized convolutions of probability distributions

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.

Language: Englisch

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

Classification: Wirtschaft

Subject: Stieltjes transform
characteristic function
generalized convolution
beta distribution

Event: Geistige Schöpfung

(who): Klebanov, Lev B.
Roozegar, Rasool

Event: Veröffentlichung

(who): MDPI

(where): Basel

(when): 2018

DOI: doi:10.3390/jrfm11010005

Handle: http://hdl.handle.net/10419/238852

Last update: 10.03.2025, 11:42 AM CET

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Artikel

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Klebanov, Lev B.
Roozegar, Rasool
MDPI

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2018

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Modified Stieltjes transform and generalized convolutions of probability distributions

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Other Objects (12)

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