On the Unimodality of Geometric Stable Laws

DOI10.1137/1104043MaRDI QIDQ3262602zbMATH OpenOpenAlexFDO

Authors I. A. Ibragimov, K. E. Chernin

Publication date 1959

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1104043

zbMATH Keywords

probability theory

Cited in

(17)

• On simulation and properties of the stable law
• Hausdorff dimension of regular points in stochastic Burgers flows with Lévy \(\alpha\)-stable initial data
• Propagation speed of the maximum of the fundamental solution to the fractional diffusion-wave equation
• Positive stable densities and the bell-shape
• Monte Carlo inference in econometric models with symmetric stable disturbances
• A note on Linnik's distribution
• Bayesian inference for multivariate survival data with a cure fraction
• Methods for generating random variates with Polya characteristic functions
• Multiplicative strong unimodality for positive stable laws
• Joint Models for Multivariate Longitudinal and Multivariate Survival Data
• Hierarchical models with scale mixtures of normal distributions
• Phase transitions of composition schemes: Mittag-Leffler and mixed Poisson distributions
• On the unimodality of infinitely divisible distribution functions
• A restaurant process with cocktail bar and relations to the three-parameter Mittag-Leffler distribution
• On the unimodality of power transformations of positive stable densities
• Mittag-Leffler process
• On the unimodality of spherically symmetric stable distribution functions

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