A Problem of Zolotarev and Analogs of Infinitely Divisible and Stable Distributions in a Scheme for Summing a Random Number of Random Variables
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Publication:3702196
DOI10.1137/1129104zbMATH Open0579.60016OpenAlexW2083926350MaRDI QIDQ3702196FDOQ3702196
Authors: Gvanji Mania, I. A. Melamed, L. 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)
Cited In (51)
- Convergence rates in the limit theorems for random sums of \(m\)-orthogonal random variables
- Asymmetric Laplace laws and modeling financial data
- Tempered positive Linnik processes and their representations
- On Mittag-Leffler functions and related distributions
- Generalized Laplacian distributions and autoregressive processes
- On a class of distributions stable under random summation
- Dispersion models for geometric sums
- On the rate of convergence in limit theorems for negative-binomial random sums
- Discrete semi-stable distributions
- Weak limits for multivariate random sums
- Continuity of eigenvalues of subordinate processes in domains
- Fractional Moments of Solutions to Stochastic Recurrence Equations
- On the order of approximation in limit theorems for negative-binomial sums of strictly stationary \(m\)-dependent random variables
- A skew Laplace distribution on integers
- Analytic and asymptotic properties of non-symmetric Linnik's probability densities
- Characteristics of the switch process and geometric divisibility
- A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals
- A product autoregressive model with log-Laplace marginal distribution
- On asymptotic behaviors and convergence rates related to weak limiting distributions of geometric random sums
- Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals
- A note on the Linnik distributions
- Two-sided eigenvalue estimates for subordinate processes in domains
- Fractional moment estimation of Linnik and Mittag-Leffler parameters
- Rational characteristic functions and geometric infinite divisibility
- Geometric stable distributions in Banach spaces
- Geometric infinitely divisible autoregressive models
- Discrete stable and casual stable random variables
- On the Semi-Mittag-Leffler Distributions
- Analytic and asymptotic properties of multivariate generalized Linnik's probability densities
- The theory of geometric stable distributions and its use in modeling financial data
- Modeling asset returns with alternative 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
- Inequalities for the moments of \(v\)-infinitely divisible laws and the characterization of probability distributions
- Probabilistic issues in the node synchronization problem for large distributed systems
- A mixed bivariate distribution with exponential and geometric marginals
- Integral and asymptotic representations of geo-stable densities
- Random self-decomposability and autoregressive processes
- A discrete analogue of the Laplace distribution
- New characterization of Marshall-Olkin-type distributions via bivariate random summation scheme
- Bounds for convergence rate in laws of large numbers for mixed Poisson random sums
- An autoregressive process with geometric \(\alpha\)-Laplace marginals
- Computer simulation of geometric stable distributions
- Analytic and asymptotic properties of generalized Linnik probability densities
- On moments and tail behavior of \(\nu\)-stable random variables
- Exponential mixture representation of geometric stable densities
- On the rates of convergence to symmetric stable laws for distributions of normalized geometric random sums
- Operator geometric stable laws
- A study of chi-square-type distribution with geometrically distributed degrees of freedom in relation to distributions of geometric random sums
- A generalization of the results of Pillai
- Local prelimit theorems and their applications to finance
- An extension of Zolotarev's problem and some related results
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