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

reliabilityconvolution\(H\)-functionstable random variableMeijer \(G\)-function

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Recommendations

• Dependence of stable random variables
• Stability of sums of independent random variables
• Discrete stable and casual stable random variables
• scientific article; zbMATH DE number 5251015
• scientific article; zbMATH DE number 6383485
• Chance and Stability
• On a generalization of stable distributions

Cited in

(5)

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

This page was built for publication: Stable random variables: convolution and reliability

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1932760)