Formulation and Investigation of an Integral Equation for Characteristic Functions of Positive Random Variables

Constantinos T. Artikis

Abstract


Functional equations of characteristic functions constitute power research tools for establishing new results in several significant areas of probability theory. The present paper makes use of the characteristic functions of two Poisson random sums and the concept of equality in distribution for introducing an important selfdecomposable distribution.


Keywords


Characteristic function; Random sum; Functional equation

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References


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DOI: http://dx.doi.org/10.26713%2Fcma.v12i1.1554

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