On moments and tail behavior of -stable random variables

DOI10.1016/0167-7152(95)00187-5MaRDI QIDQ1129434zbMATH OpenOpenAlexWikidataFDO

Authors Tomasz J. Kozubowski, Anna K. Panorska

Publication date 2 February 1999

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(95)00187-5

zbMATH Keywords

geometric stable lawrandom summationstable lawtail behavior of a distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

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Cites work

• A Problem of Zolotarev and Analogs of Infinitely Divisible and Stable Distributions in a Scheme for Summing a Random Number of Random Variables
• Asymptotic methods in reliability theory: a review
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• Modeling asset returns with alternative stable distributions^*
• On Classes of Limit Distributions for Sums of a Random Number of Identically Distributed Independent Random Variables
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Cited in

(20)

• Weak limits for multivariate random sums
• On the equivalence of the parallel channel and the correlated cluster relaxation models
• Fractional moment estimation of Linnik and Mittag-Leffler parameters
• Fractional diffusion-type equations with exponential and logarithmic differential operators
• Operator geometric stable laws
• The multifaceted behavior of integrated supOU processes: the infinite variance case
• scientific article; zbMATH DE number 5857404 (Why is no real title available?)
• scientific article; zbMATH DE number 3990612 (Why is no real title available?)
• Limit theorems for continuous-time random walks with infinite mean waiting times
• Lévy process with substable increments via generalized convolution
• Tempered Mittag-Leffler Lévy processes
• A note on certain stability and limiting properties of nu-infinitely divisible distributions
• On weak generalized stability of random variables via functional equations
• A triptych on three continuous analogs of the Poisson, binomial, and negative binomial distributions
• Discrete-continuous dual families, reciprocal laws, random summation, and mixtures of Gaussian distributions
• Simulation of geometric stable and other limiting multivariate distributions arising in random summation scheme
• Lévy processes and stochastic integrals in the sense of generalized convolutions
• Existence of joint moments of stable random variables
• A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals
• Relaxation dynamics of the fastest channel in multichannel parallel relaxation mechanism

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