A note on mixture representations for the Linnik and Mittag-Leffler distributions and their applications
From MaRDI portal
Publication:341735
DOI10.1007/S10958-016-3032-6zbMATH Open1387.60025arXiv1506.02778OpenAlexW2964078991MaRDI QIDQ341735FDOQ341735
Authors: V. Yu. Korolev, Alexander I. Zejfman 
Publication date: 17 November 2016
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Abstract: We present some product representations for random variables with the Linnik, Mittag-Leffler and Weibull distributions and establish the relationship between the mixing distributions in these representations. The main result is the representation of the Linnik distribution as a normal scale mixture with the Mittag-Leffler mixing distribution. As a corollary, we obtain the known representation of the Linnik distribution as a scale mixture of Laplace distributions. Another corollary of the main representation is the theorem establishing that the distributions of random sums of independent identically distributed random variables with finite variances converge to the Linnik distribution under an appropriate normalization if and only if the distribution of the random number of summands under the same normalization converges to the Mittag-Leffler distribution.
Full work available at URL: https://arxiv.org/abs/1506.02778
Recommendations
- Mixture representation of Linnik distribution revisited
- Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations
- A mixture representation of the Linnik distribution
- scientific article; zbMATH DE number 1208814
- Mixture representations for discrete Linnik laws
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Generalized Poisson Models and their Applications in Insurance and Finance
- On Mittag-Leffler functions and related distributions
- A note on Linnik's distribution
- Doubly stochastic Poisson processes
- Title not available (Why is that?)
- Mittag-Leffler functions, related topics and applications
- On a Class of Unimodal Distributions
- Title not available (Why is that?)
- Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes
- Title not available (Why is that?)
- A mixture representation of the Linnik distribution
- Analytic and asymptotic properties of generalized Linnik probability densities
- Exponential mixture representation of geometric stable distributions
- Composition semigroups and random stability
- Semi - α - laplace distributions
- Title not available (Why is that?)
- Mixture representations for symmetric generalized Linnik laws
- Mixture representation of Linnik distribution revisited
- A characterization of gamma mixtures of stable laws motivated by limit theorems
- Title not available (Why is that?)
- Identifiability of Mixtures
- Title not available (Why is that?)
- Title not available (Why is that?)
- Explicit solutions to fractional differential equations via generalized gamma convolution
Cited In (9)
- Limit distributions for doubly stochastically rarefied renewal processes and their properties
- Generalized negative binomial distributions as mixed geometric laws and related limit theorems
- Mixture representations for discrete Linnik laws
- On asymptotic behaviors and convergence rates related to weak limiting distributions of geometric random sums
- Mixture representations for symmetric generalized Linnik laws
- Mixture representation of Linnik distribution revisited
- Scale mixtures of Fréchet distributions as asymptotic approximations of extreme precipitation
- Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations
- An extension of Zolotarev's problem and some related results
This page was built for publication: A note on mixture representations for the Linnik and Mittag-Leffler distributions and their applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q341735)
