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Infinite divisibility of powers of positive stable random variables

Wang, Min
arXiv (All) · Papers
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probability
Let $Z_α$ be a positive $α$-stable random variable, where $00$. Combining this result with Jedidi and Simon's characterization of infinite divisibility of negative powers of $Z_α$, we obtain, for $p\ne0$, $$Z_α^p\ \text{is infinitely
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