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 -tempered -stable () distributions. In particular, we characterize their domains and show how they can be represented as compositions of each other. Further, we show that if and then they can be used to transform the L\'evy measures of distributions into those of .
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}
}