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Solution to a functional equation and its application to stable and stable-type distributions

Author

Listed:
  • Hamedani, G. G.
  • S. Key, Eric
  • Volkmer, Hans

Abstract

The main result of the paper completely characterizes all continuous complex-valued functions [phi](t) with domain or satisfying[phi](t)=([phi](a1t))[gamma]1=([phi](a2t))[gamma]2,where a1[not equal to]1, a2[not equal to]1, [gamma]1,[gamma]2 are positive numbers with irrational log a1/log a2.

Suggested Citation

  • Hamedani, G. G. & S. Key, Eric & Volkmer, Hans, 2004. "Solution to a functional equation and its application to stable and stable-type distributions," Statistics & Probability Letters, Elsevier, vol. 69(1), pages 1-9, August.
    • Handle: RePEc:eee:stapro:v:69:y:2004:i:1:p:1-9
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    Cited by:

    1. Ebrahimi, Nader & Hamedani, G.G. & Soofi, Ehsan S. & Volkmer, Hans, 2010. "A class of models for uncorrelated random variables," Journal of Multivariate Analysis, Elsevier, vol. 101(8), pages 1859-1871, September.

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