Ill-posed problems in probability and stability of random sums

MaRDI QIDQ5450320zbMATH OpenFDO

Authors L. B. Klebanov, Tomasz J. Kozubowski, Svetlozar T. Rachev

Publication date 20 March 2008

zbMATH Keywords

geometric stable distributionsill-posed problemsprobability distanceRadon transform

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Axioms; other general questions in probability (60A05) Convergence of probability measures (60B10) Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

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Cited in

(8)

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• Random self-decomposability and autoregressive processes
• A generalized linear model for multivariate events
• On simulating truncated stable random variables
• Analytical-numeric formulas for the probability density function of multivariate stable and geo-stable distributions
• A triptych on three continuous analogs of the Poisson, binomial, and negative binomial distributions
• The method of moments for multivariate random sums in the Poisson-Skew-Normal case
• A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals

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