Hi Dominic,
I fell on your webpage by accident, and I have to say it is very intresting and I will probably pass more time on it this week. I also saw you had a nice explanation about the The Levy-Khintchine Formula. And actually I am working on it…
I am asking myself how can I prove that if X follows inverse Gaussian (-1,1) what would be his levy measure in that case.
Probably it is a basic question for you. BUT I am stuck with it, it is my first time reading about Levy theory.
Hope you can help me out,
best
Caroline

Hi Dominic,

I fell on your webpage by accident, and I have to say it is very intresting and I will probably pass more time on it this week. I also saw you had a nice explanation about the The Levy-Khintchine Formula. And actually I am working on it…

I am asking myself how can I prove that if X follows inverse Gaussian (-1,1) what would be his levy measure in that case.

Probably it is a basic question for you. BUT I am stuck with it, it is my first time reading about Levy theory.

Hope you can help me out,

best

Caroline

Thank You Dominic for this work. It’s very interesting webpage and it’s full of great informations. Keep going.

Brilliant Blog title…love it