Mixture representation of Linnik distribution revisited

DOI10.1016/S0167-7152(97)00167-3MaRDI QIDQ449925zbMATH OpenOpenAlexFDO

Authors Tomasz J. Kozubowski

Publication date 2 September 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(97)00167-3

zbMATH Keywords

mixturesimulationstable lawMittag-Leffler distributionheavy tailed distributiongeometric stable lawrandom summation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10)

Recommendations

• A mixture representation of the Linnik distribution
• Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations
• A note on mixture representations for the Linnik and Mittag-Leffler distributions and their applications
• Mixture representations for discrete Linnik laws
• scientific article; zbMATH DE number 1208814

Cites work

• A mixture representation of the Linnik distribution
• A note on Linnik's distribution
• On Mittag-Leffler functions and related distributions

Cited in

(15)

• The Burnett equations for a Lorentzian mixture
• A note on the Cauchy-type mixture distributions
• Mixture representations for discrete Linnik laws
• A PATHWAY MODEL OF MITTAG-LEFFLER DISTRIBUTIONS AND RELATED PROCESSES
• Weakly driven anomalous diffusion in non-ergodic regime: an analytical solution
• Fractional moment estimation of Linnik and Mittag-Leffler parameters
• A note on mixture representations for the Linnik and Mittag-Leffler distributions and their applications
• Analytic and asymptotic properties of multivariate generalized Linnik's probability densities
• Mixture representations for symmetric generalized Linnik laws
• Random numbers from the tails of probability distributions using the transformation method
• A fractional generalization of the Dirichlet distribution and related distributions
• Mixture of two one-parameter Lindley distributions: properties and estimation
• Computer simulation of geometric stable distributions
• Exponential mixture representation of geometric stable densities
• Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations

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