=+ (b) Show for 0 < a 2 that e is the characteristic function of a

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(b) Show for 0 < a ≤ 2 that e""""" is the characteristic function of a symmetric stable distribution; it is called the symmetric stable law of exponent

a. The case a = 2 is the normal law, and a = 1 is the Cauchy law.

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Probability And Measure Wiley Series In Probability And Mathematical Statistics

ISBN: 9788126517718

3rd Edition

Authors: Patrick Billingsley

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Question Posted: Sep 11, 2024 02:00 AM

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=+ (b) Show for 0 < a 2 that e is the characteristic function of a

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Probability And Measure Wiley Series In Probability And Mathematical Statistics

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