A Problem of Zolotarev and Analogs of Infinitely Divisible and Stable Distributions in a Scheme for Summing a Random Number of Random Variables

Cited in

(51)

New characterization of Marshall-Olkin-type distributions via bivariate random summation scheme
Modeling asset returns with alternative stable distributions^*
On the rate of convergence in limit theorems for negative-binomial random sums
Computer simulation of geometric stable distributions
Bounds for convergence rate in laws of large numbers for mixed Poisson random sums
Two-sided eigenvalue estimates for subordinate processes in domains
Local prelimit theorems and their applications to finance
Discrete stable and casual stable random variables
A product autoregressive model with log-Laplace marginal distribution
Analytic and asymptotic properties of generalized Linnik probability densities
On Mittag-Leffler functions and related distributions
A skew Laplace distribution on integers
Geometric stable distributions in Banach spaces
On the rates of convergence in weak limit theorems for geometric random sums of the strictly stationary sequence of \(m\)-dependent random variables
Analytic and asymptotic properties of non-symmetric Linnik's probability densities
A note on the Linnik distributions
Exponential mixture representation of geometric stable densities
Characteristics of the switch process and geometric divisibility
On the Semi-Mittag-Leffler Distributions
Analytic and asymptotic properties of multivariate generalized Linnik's probability densities
An autoregressive process with geometric \(\alpha\)-Laplace marginals
Fractional moments of solutions to stochastic recurrence equations
Generalized Laplacian distributions and autoregressive processes
Asymmetric Laplace laws and modeling financial data
On the rates of convergence to symmetric stable laws for distributions of normalized geometric random sums
On moments and tail behavior of \(\nu\)-stable random variables
Inequalities for the moments of \(v\)-infinitely divisible laws and the characterization of probability distributions
On the order of approximation in limit theorems for negative-binomial sums of strictly stationary \(m\)-dependent random variables
Operator geometric stable laws
Probabilistic issues in the node synchronization problem for large distributed systems
A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals
Continuity of eigenvalues of subordinate processes in domains
Random self-decomposability and autoregressive processes
A discrete analogue of the Laplace distribution
On a class of distributions stable under random summation
A generalization of the results of Pillai
Discrete semi-stable distributions
Geometric infinitely divisible autoregressive models
Fractional moment estimation of Linnik and Mittag-Leffler parameters
Integral and asymptotic representations of geo-stable densities
Tempered positive Linnik processes and their representations
Dispersion models for geometric sums
The theory of geometric stable distributions and its use in modeling financial data
On asymptotic behaviors and convergence rates related to weak limiting distributions of geometric random sums
An extension of Zolotarev's problem and some related results
Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals
Weak limits for multivariate random sums
Rational characteristic functions and geometric infinite divisibility
A mixed bivariate distribution with exponential and geometric marginals
A study of chi-square-type distribution with geometrically distributed degrees of freedom in relation to distributions of geometric random sums
Convergence rates in the limit theorems for random sums of \(m\)-orthogonal random variables

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