On geometric-stable laws, a related property of stable processes, and stable densities of exponent one

DOI10.1023/A:1003115013644MaRDI QIDQ1370548zbMATH OpenOpenAlexFDO

Authors J. Ning, Bala Ramachandran

Publication date 14 February 1999

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1003115013644

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Recommendations

• A characterization of exponential and geometrical distributions and its stability bound
• On the unimodality of geometric stable laws
• Geometric stable laws: Estimation and applications
• Publication:4885509
• scientific article; zbMATH DE number 679519
• On some characteristics of geometric processes
• Potential theory of one-dimensional geometric stable processes

Cited in

(12)

• Tails of Lévy measure of geometric stable random variables
• Integral and asymptotic representations of geo-stable densities
• Computer simulation of geometric stable distributions
• Exponential mixture representation of geometric stable densities
• A note on self-decomposability of stable process subordinated to self-decomposable subordina\-tor
• A note on self-decomposability of stable process subordinated to self-decomposable subordinator
• Shot Noise Distributions and Selfdecomposability
• scientific article; zbMATH DE number 903870 (Why is no real title available?)
• scientific article; zbMATH DE number 1405255 (Why is no real title available?)
• Noncausal affine processes with applications to derivative pricing
• The variance-gamma distribution: a review
• Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups

This page was built for publication: On geometric-stable laws, a related property of stable processes, and stable densities of exponent one

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1370548)