Geometric stable distributions in Banach spaces

DOI10.1007/BF02214274zbMath0804.60014OpenAlexW1973691898MaRDI QIDQ1322912

Gennady Samorodnitsky, Svetlozar T. Rachev

Publication date: 15 January 1995

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02214274

zbMATH Keywords

convergence ratescharacteristic functionsinfinitely divisible distributionsstable distributionProkhorov metricfinancial modelingprobability in Banach spaces

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Probability measures on topological spaces (60B05)

Related Items (5)

Operator geometric stable laws ⋮ Iterated probability distributions and extremes with random sample size ⋮ Computer simulation of geometric stable distributions ⋮ Fractional moment estimation of Linnik and Mittag-Leffler parameters ⋮ On Lévy-Fréchet processes and related self-similar and semi-self-similar ones

Cites Work

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• Stable distributions for asset returns
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• Probability Metrics
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• A Problem of Zolotarev and Analogs of Infinitely Divisible and Stable Distributions in a Scheme for Summing a Random Number of Random Variables
• On Pseudomoments
• A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
• Inequalities for E k(X, Y) when the marginals are fixed
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