On SαS density function

• Autorzy: Grażyna Mazurkiewicz
• Języki publikacji: EN

Abstrakty

EN

In this paper, we study some analytical properties of the symmetric α-stable density function.

Słowa kluczowe

EN

stable distribution; symmetric stable distribution; moments; scale mixture

Kategorie tematyczne

• 60E10: Characteristic functions; other transforms
• 60B05: Probability measures on topological spaces
• 60A10: Probabilistic measure theory
• 60E05: Distributions: general theory
• 60E07: Infinitely divisible distributions; stable distributions

• Wydawca: Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra
• Czasopismo: Discussiones Mathematicae Probability and Statistics
• Rocznik: 2005
• Tom: 25
• Numer: 1
• Strony: 91-101

Daty

wydano

2005

otrzymano

2004-07-14

Twórcy

autor

Grażyna Mazurkiewicz

• Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra, Podgórna 50, 65-246 Zielona Góra, Poland

Bibliografia

• [1] W. Feller, An Introduction to Probability Theory and its Applications, vol. 2, John Wiley, New York 1966.
• [2] E. Lukács, Characteristic Functions, Griffin, London 1960.
• [3] J.K. Misiewicz and R.M. Cooke, Isotropic sequences of random variables and stochastic rescaling, Theor. Probability and Math. Statist., Amer. Math. Soc. 2001.
• [4] G. Samorodnitsky and M.S. Taqqu, Stable Non-Gaussian Random Processes, Chapman & Hall, New York 1994.
• [5] V.M. Zolotarev, One-dimensional Stable Distributions, Transl. Math. Monographs 65, Amer. Math. Soc., Providence.

Identyfikatory

DOI

10.7151/dmps.1063