scientific article; zbMATH DE number 1553355
From MaRDI portal
Publication:4526186
DOI10.1023/A:1022629726024zbMath1055.60503OpenAlexW1563435227MaRDI QIDQ4526186
Tomasz J. Kozubowski, Svetlozar T. Rachev
Publication date: 21 June 2001
Published in: Journal of Computational Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1022629726024
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory of statistical distributions (62E10)
Related Items
An autoregressive process with geometric \(\alpha\)-Laplace marginals ⋮ Fractional diffusion-type equations with exponential and logarithmic differential operators ⋮ A note on self-decomposability of stable process subordinated to self-decomposable subordina\-tor ⋮ Mittag-Leffler process ⋮ Maximum likelihood estimation of asymmetric double type II Pareto distributions ⋮ Generalized Mittag-Leffler Lévy process and its connections to first passage times of Lévy subordinators ⋮ Fractional Euler Limits and their Applications ⋮ Fractional kinetic model for granular compaction ⋮ A stochastic method for solving time-fractional differential equations ⋮ Dispersion models for geometric sums ⋮ Analytic and asymptotic properties of multivariate generalized Linnik's probability densities ⋮ A time-series model using asymmetric Laplace distribution ⋮ Prabhakar Lévy processes ⋮ On the numerical solution of space-time fractional diffusion models ⋮ A note on self-decomposability of stable process subordinated to self-decomposable subordinator ⋮ Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals ⋮ Potential theory of geometric stable processes ⋮ On the order of approximation in limit theorems for negative-binomial sums of strictly stationary \(m\)-dependent random variables ⋮ Multiscale conservation laws driven by Lévy stable and Linnik diffusions: asymptotics, shock creation, preservation and dissolution ⋮ Limit theorems for the fractional nonhomogeneous Poisson process ⋮ Energy cascades as branching processes with emphasis on Neveu's approach to Derrida's random energy model ⋮ Limit theorems of general functions of independent and identically distributed random variables ⋮ Exponential mixture representation of geometric stable densities ⋮ Density approach to ballistic anomalous diffusion: An exact analytical treatment ⋮ Distribution with a simple Laplace transform and its applications to non-Poissonian stochastic processes ⋮ Random numbers from the tails of probability distributions using the transformation method ⋮ Tempered positive Linnik processes and their representations ⋮ On Lévy-Fréchet processes and related self-similar and semi-self-similar ones
