Exponential mixture representation of geometric stable distributions

DOI10.1023/A:1004157620644zbMATH Open0979.60005MaRDI QIDQ1585884FDOQ1585884

Authors: Tomasz J. Kozubowski 

Publication date: 13 February 2002

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

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zbMATH Keywords

stable distributionMittag-Leffler distributionLinnik distributionrandom summationheavy-tail distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Cited In (14)

• Title not available (Why is that?)
• Intertwining certain fractional derivatives
• 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 stochastic method for solving time-fractional differential equations
• Fractional moments of solutions to stochastic recurrence equations
• A note on mixture representations for the Linnik and Mittag-Leffler distributions and their applications
• 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

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