characteristic function of linnik distrib

isarutas · #1 $Old$ November 1st, 2009, 09:36 AM

Let $X_{i} \epsilon Linnik(\alpha), N \epsilon Fs(p), S_n=\sum_{i=1}^n X_i$
with $\phi_{linnik(\alpha)}= (1+|t|^{\alpha})^{-1}$
Now show that $p^{(1/\alpha)}S_n$ is again Linnik distributed.

So i need to show that $p^{(1/\alpha)}S_n$ has characteristic funtion of the form $\phi_{linnik(\alpha)}= (1+|t|^{\alpha})^{-1}$

I know that $\phi_{S_n}=g_N(\phi_{X(t)})$ with $g_N$ the generating function of N

So i plug in nad get $g_N(t)=E(t^N)=\sum_n t^n*P(N=n)=\sum_n t^n*p(1-p)^{n-1}$
$=\frac{p}{(1-p)}\sum_n (t(1-p))^n=\frac{p}{(1-p)}\frac{1}{(1-(1-p)t)}$
But even this is questionably since i dont know if t(1-p)<1. and even if the former is correct it does not yield the correct answer so where did i go wrong?
(i get $\phi_{p^{1/\alpha}*S_n}=p (1/(1 - p) + 1/(p + Abs[t]^a))$ )