Lévy–Khintchine representation
GPTKB entity
Statements (16)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:appliesTo |
gptkb:Lévy_processes
infinitely divisible distributions |
| gptkbp:describes |
characteristic function of infinitely divisible distributions
|
| gptkbp:field |
gptkb:probability_theory
|
| https://www.w3.org/2000/01/rdf-schema#label |
Lévy–Khintchine representation
|
| gptkbp:involves |
gptkb:Lévy_triplet
|
| gptkbp:namedAfter |
gptkb:Paul_Lévy
gptkb:Aleksandr_Khintchine |
| gptkbp:provides |
canonical form for characteristic functions
|
| gptkbp:publishedIn |
1920s
|
| gptkbp:usedIn |
stochastic processes
statistical physics financial mathematics |
| gptkbp:bfsParent |
gptkb:Paul_Levy
|
| gptkbp:bfsLayer |
7
|