English

Three Upsilon Transforms Related to Tempered Stable Distributions

Probability 2016-01-27 v1

Abstract

We discuss the properties of three upsilon transforms, which are related to the class of pp-tempered α\alpha-stable (TSαpTS^p_\alpha) distributions. In particular, we characterize their domains and show how they can be represented as compositions of each other. Further, we show that if <β<α<2-\infty<\beta<\alpha<2 and 0<q<p<0<q<p<\infty then they can be used to transform the L\'evy measures of TSβpTS^p_\beta distributions into those of TSαqTS^q_\alpha.

Cite

@article{arxiv.1506.04856,
  title  = {Three Upsilon Transforms Related to Tempered Stable Distributions},
  author = {Michael Grabchak},
  journal= {arXiv preprint arXiv:1506.04856},
  year   = {2016}
}
R2 v1 2026-06-22T09:54:18.029Z