Exponential mixture representation of geometric stable densities

DOI10.1006/JMAA.2000.6799MaRDI QIDQ1577940zbMATH OpenOpenAlexFDO

Authors B. P. Belinskii, Tomasz J. Kozubowski

Publication date 21 June 2001

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmaa.2000.6799

zbMATH Keywords

complete monotonicityexpansionsexponential mixturegeometric stable densityunimodality

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

Review text

Geometric stable distributions are typically classified by their characteristic functions and they do not admit explicit forms for their densities. Based on an integral representation the authors discuss the following topics for the underlying densities: complete monotonicity, unimodality, asymptotic expansions. Moreover, it is pointed out that various geometric stable laws are products of an independent standard exponential and a further random variable with known density.

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Cited in

(8)

• On geometric stability and Poisson mixtures
• Integral and asymptotic representations of geo-stable densities
• Exponential mixture representation of geometric stable distributions
• Discrete mixture representations of parametric distribution families: geometry and statistics
• 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
• scientific article; zbMATH DE number 94792 (Why is no real title available?)
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