2014/02/19 by Peng Luo, Luo, Peng, Guangyan Jia +1
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Meromorphic and Entire Functions #Nonlinear Differential Equations Analysis #Probability (math.PR) #Stochastic processes and financial applications
paper · pdf · doi:10.48550/arxiv.1402.4631
openalex publication_date 2014/02/19 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this paper, we show that the G-normality of X and Y can be characterized according to the form of f such that the distribution of λ+f(λ)Y does not depend on λ, where Y is an independent copy of X and λ is in the domain of f. Without the condition that Y is identically distributed with X, we still have a similar argument.