{
  "id": "1009.1543",
  "version": "v1",
  "published": "2010-09-08T14:24:45.000Z",
  "updated": "2010-09-08T14:24:45.000Z",
  "title": "Inversion of analytic characteristic functions and infinite convolutions of exponential and Laplace densities",
  "authors": [
    "Albert Ferreiro-Castilla",
    "Frederic Utzet"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We prove that certain quotients of entire functions are characteristic functions. Under some conditions, the probability measure corresponding to a characteristic function of that type has a density which can be expressed as a generalized Dirichlet series, which in turn is an infinite linear combination of exponential or Laplace densities. These results are applied to several examples.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2010-09-08T14:24:45.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "analytic characteristic functions",
      "laplace densities",
      "infinite convolutions",
      "exponential",
      "infinite linear combination"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1009.1543F"
    }
  }
}