A Problem of Zolotarev and Analogs of Infinitely Divisible and Stable Distributions in a Scheme for Summing a Random Number of Random Variables
From MaRDI portal
Publication:3702196
DOI10.1137/1129104zbMath0579.60016OpenAlexW2083926350MaRDI QIDQ3702196
Gvanji Mania, I. A. Melamed, Lev B. Klebanov
Publication date: 1985
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1129104
Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50)
Related Items
On the rate of convergence in limit theorems for negative-binomial random sums, The theory of geometric stable distributions and its use in modeling financial data, Bounds for convergence rate in laws of large numbers for mixed Poisson random sums, Generalized Laplacian Distributions and Autoregressive Processes, On the Semi-Mittag-Leffler Distributions, An autoregressive process with geometric \(\alpha\)-Laplace marginals, On a Class of Distributions Stable Under Random Summation, Integral and asymptotic representations of geo-stable densities, A mixed bivariate distribution with exponential and geometric marginals, A skew Laplace distribution on integers, An extension of Zolotarev's problem and some related results, Modeling asset returns with alternative stable distributions*, Discrete stable and casual stable random variables, Inequalities for the moments of \(v\)-infinitely divisible laws and the characterization of probability distributions, Analytic and asymptotic properties of generalized Linnik probability densities, A note on the Linnik distributions, New characterization of Marshall-Olkin-type distributions via bivariate random summation scheme, On moments and tail behavior of \(\nu\)-stable random variables, Probabilistic issues in the node synchronization problem for large distributed systems, Dispersion models for geometric sums, Random self-decomposability and autoregressive processes, Analytic and asymptotic properties of multivariate generalized Linnik's probability densities, A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals, A study of chi-square-type distribution with geometrically distributed degrees of freedom in relation to distributions of geometric random sums, On asymptotic behaviors and convergence rates related to weak limiting distributions of geometric random sums, Analytic and asymptotic properties of non-symmetric Linnik's probability densities, Fractional Moments of Solutions to Stochastic Recurrence Equations, A generalization of the results of Pillai, Operator geometric stable laws, Discrete semi-stable distributions, Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals, Rational characteristic functions and geometric infinite divisibility, On the order of approximation in limit theorems for negative-binomial sums of strictly stationary \(m\)-dependent random variables, A product autoregressive model with log-Laplace marginal distribution, On Mittag-Leffler functions and related distributions, Weak limits for multivariate random sums, Computer simulation of geometric stable distributions, On the rates of convergence in weak limit theorems for geometric random sums of the strictly stationary sequence of \(m\)-dependent random variables, Exponential mixture representation of geometric stable densities, Two-sided eigenvalue estimates for subordinate processes in domains, Local prelimit theorems and their applications to finance, Continuity of eigenvalues of subordinate processes in domains, A discrete analogue of the Laplace distribution, On the rates of convergence to symmetric stable laws for distributions of normalized geometric random sums, Asymmetric Laplace laws and modeling financial data, Fractional moment estimation of Linnik and Mittag-Leffler parameters, Tempered positive Linnik processes and their representations, Geometric stable distributions in Banach spaces
