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