Geometric infinite divisibility, stability, and self-similarity: an overview

DOI10.4064/BC90-0-3MaRDI QIDQ3083385zbMATH OpenOpenAlexFDO

Authors Tomasz J. Kozubowski

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

zbMATH Keywords

infinite divisibilitystable distributionfractional Brownian motiongamma processgeometric distributionself-similarityscale mixturesubordinationheavy tailrandom sumasymmetric Laplace distributionMittag-Leffler distributiongeometric stable distributionrandom stabilityLévy processlinnik distributionoperator stable distribution

Mathematics Subject Classification ID

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)

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Cited in

(10)

• An extension of Zolotarev's problem and some related results
• 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
• On the Semi-Mittag-Leffler Distributions
• scientific article; zbMATH DE number 579132 (Why is no real title available?)
• On the rates of convergence to symmetric stable laws for distributions of normalized geometric random sums
• On the rates of convergence in weak limit theorems for normalized geometric sums
• On the weak limit theorems for geometric summations of independent random variables together with convergence rates to asymmetric Laplace distributions

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