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1d
asked Bounded L2 increments for an Ornstein Uhlenbeck type process
Jun
21
awarded  Benefactor
Jun
21
comment Role of cumulants in expression for truncation of characteristic function.
hmm. Okay. Maybe there just is not a more satisfactory explanation. It just seems a bit like handwaving to say: It works in the normal distribution to do this. To take account for other situations we add another measure of dispersion in a similar way and hope it works.
Jun
20
comment Role of cumulants in expression for truncation of characteristic function.
Certainly its simply me who is misunderstanding something. I cant see what $c_4$ has to do with anything or more why it enters in this specific way. That is for me the sentence could just has well been: "Since the Levy process ... and fat tails we multiply with $\pi^3/2$".
Jun
20
comment Role of cumulants in expression for truncation of characteristic function.
Thank you for your answer. How does higher cumulants help with fat tails?
Jun
14
awarded  Promoter
Jun
14
revised Role of cumulants in expression for truncation of characteristic function.
added 78 characters in body
Jun
12
revised Evaluate of $\int \frac{(a+bx)^k}{x} dx$
added 19 characters in body
Jun
12
comment Evaluate of $\int \frac{(a+bx)^k}{x} dx$
@Martigan No, unfortunately not. I will edit adding the asumption on $k$.
Jun
12
asked Evaluate of $\int \frac{(a+bx)^k}{x} dx$
Jun
11
asked Obtaining $\nu \log (1+\frac{\theta}{\alpha}) $ as limit of $(\delta \gamma)- \delta (\gamma^{1/\kappa} + 2 \theta)^\kappa$
Jun
7
revised Levy property of transformed subordinator
added 62 characters in body
Jun
7
revised Activity of $\Gamma$-type OU process.
edited body
Jun
7
revised Levy property of transformed subordinator
Make the question more focused
Jun
7
asked Role of cumulants in expression for truncation of characteristic function.
Jun
1
asked Levy property of transformed subordinator
May
19
awarded  Popular Question
May
18
accepted Slight generalisation of the distribution of Brownian integral
May
18
comment Slight generalisation of the distribution of Brownian integral
I agree it was not clear. Thank you once again solving my ill-posed problems :)
May
18
revised Slight generalisation of the distribution of Brownian integral
added 171 characters in body