Tails of Lévy measure of geometric stable random variables

DOI10.1023/A:1009994120252MaRDI QIDQ1294772zbMATH OpenOpenAlexFDO

Authors Gennady Samorodnitsky, Tomasz J. Kozubowski, Krzysztof Podgórski

Publication date 10 August 1999

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1009994120252

zbMATH Keywords

asymptoticsstable processLévy process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

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• The multifaceted behavior of integrated supOU processes: the infinite variance case
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• Maximum correntropy criterion regression models with tending-to-zero scale parameters
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