Modified Stieltjes transform and generalized convolutions of probability distributions

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.

MoreLess

Year of publication:	2018
Authors:	Klebanov, Lev B. ; Roozegar, Rasool
Published in:	Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 11.2018, 1, p. 1-6
Publisher:	Basel : MDPI
Subject:	Stieltjes transform \| characteristic function \| generalized convolution \| beta distribution

freely available

Full text |

More access options

doi.org

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Type of publication:	Article
Type of publication (narrower categories):	Article
Language:	English
Other identifiers:	10.3390/jrfm11010005 [DOI] 1023987260 [GVK] hdl:10419/238852 [Handle]
Source:	EconStor

Persistent link: https://www.econbiz.de/10012610993