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math.PR2023
On the convolution equivalence of tempered stable distributions on the real line
Lorenzo Torricelli
We show the convolution equivalence property of univariate tempered stable distributions in the sense of Rosińsky (2007). This makes rigorous various classic heuristic arguments on…
math.PR2023★ 1 cited
Tempered geometric stable distributions and processes
Lorenzo Torricelli
We introduce a notion of geometric tempering using exponentially-dampened Mittag-Leffler tempering functions and closely investigate the univariate case. Characteristic exponents a…