Find the function (G(x)) and the parameter (gamma) in Kolmogorov's formula for the logarithm of an infinitely

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Find the function \(G(x)\) and the parameter \(\gamma\) in Kolmogorov's formula for the logarithm of an infinitely divisible characteristic function for:

(a) the distribution in Example 2,

(b) the Laplace distribution.



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Theory Of Probability

ISBN: 9781351408585

6th Edition

Authors: Boris V Gnedenko

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