Operator geometric stable laws

DOI10.1016/J.JMVA.2003.09.004zbMATH Open1069.60017OpenAlexW2030116717MaRDI QIDQ1765616FDOQ1765616

Authors: Tomasz J. Kozubowski, Mark M. Meerschaert, Anna K. Panorska, Hans-Peter Scheffler 

Publication date: 23 February 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2003.09.004

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zbMATH Keywords

Laplace distributionLinnik distributiongeometric infinite divisibility(operator) geometric stabilityrandom limit theorems

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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Cited In (7)

• A note on the Cauchy-type mixture distributions
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• A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals
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• Analytic and asymptotic properties of multivariate generalized Linnik's probability densities
• Geometric stable laws: Estimation and applications

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