4 problems

For a Lévy–Student process, the reduced increment law tends to a normal law for large times when the underlying distribution has finite variance, while at finite large times its as…

The Student family of probability laws is infinitely divisible but is not closed under convolution. Consider instead families consisting of mixtures of Student distributions. Closu…

Let $p(x,t\mid\nu_0)$ be the marginal density of a Lévy–Student process at time $t$, represented as a mixture of Student densities $f(x\mid\nu,\delta)$ with mixing distribution…

A Lévy–Student process is the process whose one-dimensional marginal density at time $t$ is denoted by $p(x,t\mid\nu_0)$, with $\nu_0$ the initial Student index. Let…