Domains of attraction for positive and discrete tempered stable distributions

DOI10.1017/jpr.2018.3zbMath1401.60034arXiv1703.04781OpenAlexW2600062036MaRDI QIDQ4684924

Michael Grabchak

Publication date: 26 September 2018

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.04781

zbMATH Keywords

domain of attractiondiscrete tempered stable distributionpositive tempered stable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Related Items (3)

Discrete tempered stable distributions ⋮ On the simulation of general tempered stable Ornstein–Uhlenbeck processes ⋮ Limit Theorems for Random Exponentials: The Bounded Support Case

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