Stable random variables: convolution and reliability

DOI10.1016/J.CAM.2012.10.013MaRDI QIDQ1932760zbMATH OpenOpenAlexFDO

Authors T. R. Sousa, Cira E. Guevara Otiniano, Pushpa N. Rathie

Publication date 21 January 2013

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2012.10.013

zbMATH Keywords

\(H\)-functionconvolutionMeijer \(G\)-functionreliabilitystable random variable

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

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Cited in

(6)

• The exact distribution of the sum of stable random variables
• Should I stay or should I go? Zero-size jumps in random walks for Lévy flights
• First-passage problem for stochastic differential equations with combined parametric Gaussian and Lévy white noises via path integral method
• Exact and approximate expressions for the reliability of stable Lévy random variables with applications to stock market modelling
• Small ball probabilities for stable convolutions
• On the Voigt profile and its dual

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