Some definite integrals arising from selfdecomposable characteristic functions
Probability
2023-01-30 v1
Abstract
In the probability theory \emph{selfdecomposable, or class distributions} play an important role as they are limiting distributions of normalized partial sums of sequences of independent, not necessarily identically distributed, random variables. The class is quite large and includes many known classical distributions and statistics. For this note the most important feature of the selfdecomposable variables are their random integral representation with respect to L\'evy process. From those random integral representation we get equality of logarithms of some characteristic functions. These allows us to get formulas for some definite integrals, some of them probably were unknown before.
Cite
@article{arxiv.2301.11625,
title = {Some definite integrals arising from selfdecomposable characteristic functions},
author = {Zbigniew J. Jurek},
journal= {arXiv preprint arXiv:2301.11625},
year = {2023}
}