Fixed points of mappings of infinitely divisible distributions on

A fixed point [mu] under a mapping [Phi] of infinitely divisible distributions on is defined by the relation [Phi]([mu])=[mu]a*[delta]c for some a>0 and . We investigate fixed points under some specific mappings, which are related to stable distributions.

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Year of publication:	2010
Authors:	Ichifuji, Ken ; Maejima, Makoto ; Ueda, Yohei
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 80.2010, 17-18, p. 1320-1328
Publisher:	Elsevier
Keywords:	Infinitely divisible distribution Stable distribution Semi-stable distribution Mapping of infinitely divisible distribution Fixed point

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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