Geometric infinite divisibility, stability, and self-similarity: an overview
DOI10.4064/BC90-0-3zbMATH Open1214.60002OpenAlexW2319997053MaRDI QIDQ3083385FDOQ3083385
Publication date: 21 March 2011
Published in: Banach Center Publications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4064/bc90-0-3
infinite divisibilitystable distributionfractional Brownian motiongamma processgeometric distributionself-similarityscale mixturesubordinationheavy tailrandom sumasymmetric Laplace distributionMittag-Leffler distributiongeometric stable distributionrandom stabilityLévy processlinnik distributionoperator stable distribution
Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Exact distribution theory in statistics (62E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Central limit and other weak theorems (60F05) Characterization and structure theory of statistical distributions (62E10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Sums of independent random variables; random walks (60G50) Stable stochastic processes (60G52) Self-similar stochastic processes (60G18)
Cited In (10)
- On geometric infinite divisibility and stability
- On the rate of convergence in limit theorems for negative-binomial random sums
- On the order of approximation in limit theorems for negative-binomial sums of strictly stationary \(m\)-dependent random variables
- Characteristics of the switch process and geometric divisibility
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the Semi-Mittag-Leffler Distributions
- Title not available (Why is that?)
- On the rates of convergence to symmetric stable laws for distributions of normalized geometric random sums
- An extension of Zolotarev's problem and some related results
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