Geometric stable distributions in Banach spaces
DOI10.1007/BF02214274zbMATH Open0804.60014OpenAlexW1973691898MaRDI QIDQ1322912FDOQ1322912
Authors: Svetlozar T. Rachev, Gennady Samorodnitsky
Publication date: 15 January 1995
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02214274
Recommendations
stable distributioninfinitely divisible distributionscharacteristic functionsconvergence ratesProkhorov metricfinancial modelingprobability in Banach spaces
Infinitely divisible distributions; stable distributions (60E07) Probability measures on topological spaces (60B05)
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- Iterated probability distributions and extremes with random sample size
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