Modified Stieltjes transform and generalized convolutions of probability distributions

Lev B. Klebanov and Rasool Roozegar

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.

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Year of publication:	March 2018
Authors:	Klebanov, Lev B. ; Roozegar, Rasool
Published in:	Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 11.2018, 1, p. 1-6
Subject:	Stieltjes transform \| characteristic function \| generalized convolution \| beta distribution \| Statistische Verteilung \| Statistical distribution \| Wahrscheinlichkeitsrechnung \| Probability theory \| Schätztheorie \| Estimation theory

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Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.3390/jrfm11010005 [DOI] hdl:10419/238852 [Handle]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011854990