Some properties of extreme stable laws and related infinitely divisible random variables
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- A Generalization of the Poisson Distribution
- A new decomposition of infinitely divisible distributions
- A theorem about infinitely divisible distributions
- An extended Laha-Lukacs characterization result based on a regression property
- An extension of the Rao-Rubin characterization of the Poisson distribution
- Characterization by invariance under length-biasing and random scaling
- Criteria for the Unique Determination of Probability Distributions by Moments
- Generalized Poisson distribution: the property of mixture of Poisson and comparison with negative binomial distribution
- Natural real exponential families with cubic variance functions
- Note on the Infinite Divisibility of Exponential Mixtures
- On Renewal Sequences
- On certain self-decomposable distributions
- On extreme stable laws and some applications
- On the moment problems
- Properties of Probability Distributions with Monotone Hazard Rate
- Remarks on converse Carleman and Krein criteria for the classical moment problem
- Risk processes perturbed by α-stable Lévy motion
- Some Distributions of Sample Means
- Some divisibility problems in branching processes
- Some further results in infinite divisibility
- Some representations of stable random variables as products
- Statistical analysis of finite mixture distributions
- The Generalized Negative Binomial Distribution and its Characterization by Zero Regression
- The classical moment problem as a self-adjoint finite difference operator
- The moment problem for polynomial forms in normal random variables
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