期刊论文详细信息
| JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 卷:411 |
| On generalized stable and related laws | |
| Article | |
| Pakes, Anthony G. | |
| 关键词: Generalized stable laws; Length-biasing; Beta scaling; Infinite divisibility; Self-decomposable laws; Stieltjes moment problem; | |
| DOI : 10.1016/j.jmaa.2013.09.041 | |
| 来源: Elsevier | |
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【 摘 要 】
A probabilistic characterization is given for Schneider's generalized stable laws. They belong to the larger family of laws which are invariant under length-biasing followed by a random beta scaling. Questions of infinite divisibility and self-decomposability are pursued. Moment determinacy of reciprocal generalized stable laws are investigated. (C) 2013 Elsevier Inc. All rights reserved.
【 授权许可】
Free
【 预 览 】
| Files | Size | Format | View |
|---|---|---|---|
| 10_1016_j_jmaa_2013_09_041.pdf | 421KB |  download |
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