Some representations of stable random variables as products

DOI10.1093/BIOMET/64.1.167MaRDI QIDQ4121229zbMATH OpenOpenAlexFDO

Authors

Publication date 1977

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/64.1.167

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cited in

(15)

• Positive stable densities and the bell-shape
• On the infinite divisibility of products of powers of gamma variables
• Shewhart control charts for the scale parameter of a Weibull control variable with fixed and variable sampling intervals
• Characterization by invariance under length-biasing and random scaling
• Lamperti-type laws
• Estimation of the precision matrix of a multivariate elliptically contoured stable distribution
• A proof of Bondesson's conjecture on stable densities
• Multiplicative strong unimodality for positive stable laws
• Some further results in infinite divisibility
• Large scale localization of a spatial version of Neveu's branching process
• Some properties of extreme stable laws and related infinitely divisible random variables
• On the Mittag-Leffler distributions
• Self-decomposable laws from continuous branching processes
• A probabilistic approach to some results by Nieto and Truax
• Classes of infinitely divisible distributions and densities

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