Analytic and asymptotic properties of generalized Linnik probability densities
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The authors study the analytic and asymptotic properties of distributions with characteristic function \[ \varphi_{\alpha,\theta,\nu}(t)= (1+ \exp(-i\theta\text{ sgn }t)| t|^\alpha)^{-\nu},\quad \alpha\in(0,2), |\theta|\leq \min(\pi\alpha/2, \pi(1-\alpha/2)),\;\nu>0. \]
Cites work
- A characterization of gamma mixtures of stable laws motivated by limit theorems
- A multivariate Linnik distribution
- A note on Linnik's distribution
- A Problem of Zolotarev and Analogs of Infinitely Divisible and Stable Distributions in a Scheme for Summing a Random Number of Random Variables
- A triptych of discrete distributions related to the stable law
- Analytic and asymptotic properties of Linnik's probability densities. I
- Grid methods in simulation and random variate generation
- scientific article; zbMATH DE number 903870 (Why is no real title available?)
- scientific article; zbMATH DE number 911820 (Why is no real title available?)
- scientific article; zbMATH DE number 3344793 (Why is no real title available?)
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- Linnik distributions and processes
- On a Class of Unimodal Distributions
- On Mittag-Leffler functions and related distributions
- Some Characterizations of the Exponential Distribution by Geometric Compounding
- Unimodality of infinitely divisible distribution functions of class L
Cited in
(20)- Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure
- Weak limits for multivariate random sums
- Exponential mixture representation of geometric stable densities
- Analytic and asymptotic properties of Linnik's probability densities. I
- A class of continuous kernels and Cauchy type heavy tail distributions
- Analytic and asymptotic properties of multivariate generalized Linnik's probability densities
- Linnik Lévy process and some extensions
- Semiparametric analysis of long-range dependence in nonlinear regression
- Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions
- Tauberian and Abelian theorems for long-range dependent random fields
- Multiscale conservation laws driven by Lévy stable and Linnik diffusions: asymptotics, shock creation, preservation and dissolution
- Spectral properties of superpositions of Ornstein-Uhlenbeck type processes
- A note on mixture representations for the Linnik and Mittag-Leffler distributions and their applications
- On the rate of convergence to Rosenblatt-type distribution
- scientific article; zbMATH DE number 911820 (Why is no real title available?)
- Fractional Stokes-Boussinesq-Langevin equation and Mittag-Leffler correlation decay
- Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations
- A characteristic function based circular distribution family and its goodness of fit : The flexible wrapped Linnik family
- Singular properties of high-order spectral densities of supOU processes
- Simulation of supOU processes with specified marginal distribution and correlation function
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