加载中…
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 Lévy 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.

生成讲解博客的中文版本

生成AI智能校验的中文版本