Cited in
(18)- 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
- How to simulate Lévy flights in a steep potential: an explicit splitting numerical scheme
- 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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