Exponential mixture representation of geometric stable distributions

DOI10.1023/A:1004157620644MaRDI QIDQ1585884zbMATH OpenFDO

Authors Tomasz J. Kozubowski

Publication date 13 February 2002

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

zbMATH Keywords

stable distributionMittag-Leffler distributionLinnik distributionrandom summationheavy-tail distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Recommendations

• Exponential mixture representation of geometric stable densities
• Publication:4885509
• Simulation of geometric stable and other limiting multivariate distributions arising in random summation scheme
• Computer simulation of geometric stable distributions
• scientific article; zbMATH DE number 4109723

Cited in

(14)

• Intertwining certain fractional derivatives
• scientific article; zbMATH DE number 903870 (Why is no real title available?)
• Some analytical results on bivariate stable distributions with an application in operational risk
• A note on the Cauchy-type mixture distributions
• Dispersion models for geometric sums
• Mixture representations for discrete Linnik laws
• A note on mixture representations for the Linnik and Mittag-Leffler distributions and their applications
• Fractional moments of solutions to stochastic recurrence equations
• A stochastic method for solving time-fractional differential equations
• Analytic and asymptotic properties of multivariate generalized Linnik's probability densities
• Competing risks driven by Mittag-Leffler distributions, under copula and time transformed exponential model
• A class of continuous kernels and Cauchy type heavy tail distributions
• Computer simulation of geometric stable distributions
• Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations

This page was built for publication: Exponential mixture representation of geometric stable distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1585884)