Exponential mixture representation of geometric stable distributions

DOI10.1023/A:1004157620644zbMath0979.60005MaRDI QIDQ1585884

Tomasz J. Kozubowski

Publication date: 13 February 2002

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

heavy-tail distributionstable distributionMittag-Leffler distributionLinnik distributionrandom summation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Related Items (13)

A note on mixture representations for the Linnik and Mittag-Leffler distributions and their applications ⋮ Some analytical results on bivariate stable distributions with an application in operational risk ⋮ Competing risks driven by Mittag-Leffler distributions, under copula and time transformed exponential model ⋮ A note on the Cauchy-type mixture distributions ⋮ Intertwining certain fractional derivatives ⋮ A stochastic method for solving time-fractional differential equations ⋮ A class of continuous kernels and Cauchy type heavy tail distributions ⋮ Dispersion models for geometric sums ⋮ Analytic and asymptotic properties of multivariate generalized Linnik's probability densities ⋮ Fractional Moments of Solutions to Stochastic Recurrence Equations ⋮ Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations ⋮ Computer simulation of geometric stable distributions ⋮ Mixture representations for discrete Linnik laws

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