On generalized stable and related laws
From MaRDI portal
Publication:2019050
DOI10.1016/j.jmaa.2013.09.041zbMath1349.60020OpenAlexW1981455276MaRDI QIDQ2019050
Publication date: 27 March 2015
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2013.09.041
infinite divisibilityStieltjes moment problemgeneralized stable lawsself-decomposable lawsbeta scalinglength-biasing
Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)
Related Items (6)
Density solutions to a class of integro-differential equations ⋮ Recent developments on the moment problem ⋮ On the density arising from the domain of attraction of an operator interpolating between sum and supremum: the \(\alpha\)-sun operator ⋮ Moment problems related to Bernstein functions ⋮ Self-decomposable laws from continuous branching processes ⋮ Gibbs partitions, Riemann–Liouville fractional operators, Mittag–Leffler functions, and fragmentations derived from stable subordinators
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Structure of Stieltjes classes of moment-equivalent probability laws
- A new proof that the product of three or more exponential random variables is moment-indeterminate
- Moments of gamma type and the Brownian supremum process area
- Generalized gamma convolutions and related classes of distributions and densities
- Characterization by invariance under length-biasing and random scaling
- On certain non-unique solutions of the Stieltjes moment problem
- Survival models for heterogeneous populations derived from stable distributions
- LENGTH-BIASING, CHARACTERIZATIONS OF LAWS AND THE MOMENT PROBLEM
- On certain self-decomposable distributions
- Some further results in infinite divisibility
- Criteria for the Unique Determination of Probability Distributions by Moments
- Exercises in Probability
- Financial Modelling with Jump Processes
- Fractional Kinetics in Solids
- Chance and Stability
- Bernstein functions. Theory and applications
This page was built for publication: On generalized stable and related laws
