Stable densities under change of scale and total variation inequalities

From MaRDI portal
Publication:1224365

DOI10.1214/aop/1176996309zbMath0323.60013OpenAlexW1969161020MaRDI QIDQ1224365

Marek Kanter

Publication date: 1975

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176996309



Related Items

Products of random variables and star-shaped ordering, Estimation of the parameters of fractional-stable laws by the method of minimum distance, Tchebycheff-Experiments, On Exact Sampling of Nonnegative Infinitely Divisible Random Variables, Multi-objective portfolio optimization considering the dependence structure of asset returns, The Euler scheme for Lévy driven stochastic differential equations, Space-fractional versions of the negative binomial and Polya-type processes, Unimodality of Hitting Times for Stable Processes, Estimation of the characteristic exponent of stable laws, On the Chambers-Mallows-Stuck method for simulating skewed stable random variables, Some properties of the free stable distributions, Some analytical results on bivariate stable distributions with an application in operational risk, On the unimodality of power transformations of positive stable densities, Banks' criterion and symmetric stable laws with index of stability between one-half and one, Fast approximate likelihood evaluation for stable VARFIMA processes, A Berry-Esseen theorem for Pitman's \(\alpha\)-diversity, Truncated stable random variables characterization and simulation, Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions, Application of the fractional-stable distributions for approximation of the gene expression profiles, Further examples of GGC and HCM densities, A note on Linnik's distribution, False discovery rate control under Archimedean copula, Complexity Questions in Non-Uniform Random Variate Generation, Random variate generation for Laguerre-type exponentially tilted \(\alpha\)-stable distributions, Densities of scaling limits of coupled continuous time random walks, The tempered discrete Linnik distribution, Hitting densities for spectrally positive stable processes, Total positivity in stable semigroups, A characterization for truncated Cauchy random variables with nonzero skewness parameter, Inference for the positive stable laws based on a special quadratic distance, Recurrent lines in two-parameter isotropic stable Lévy sheets, Non-homogeneous space-time fractional Poisson processes, The area of a spectrally positive stable process stopped at zero, Parameter estimation for fractional Poisson processes, Multiplicative strong unimodality for positive stable laws, HIGH-DIMENSIONAL PARAMETRIC MODELLING OF MULTIVARIATE EXTREME EVENTS, Random variate generation and connected computational issues for the Poisson-Tweedie distribution, FRACTIONAL PROCESSES: FROM POISSON TO BRANCHING ONE, Self-decomposable laws from continuous branching processes, Recent developments on fractional point processes, An introduction to survival models: in honor of Ross Prentice, Generating non- normal stable variates using limit theorem properties, Exact discrete sampling of finite variation tempered stable Ornstein–Uhlenbeck processes, Flexible models for overdispersed and underdispersed count data, Fractional Poisson process time-changed by Lévy subordinator and its inverse, A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost, Limit theorems associated with the Pitman–Yor process, Some Simple Method of Estimation for the Parameters of the Discrete Stable Distribution with the Probability Generating Function, Hausdorff dimension of regular points in stochastic Burgers flows with Lévy \(\alpha\)-stable initial data, On exact simulation algorithms for some distributions related to Jacobi theta functions, Inverse stable prior for exponential models, A simple robust estimation method for the thickness of heavy tails, A restaurant process with cocktail bar and relations to the three-parameter Mittag–Leffler distribution, Methods for generating random variates with Polya characteristic functions, On simulation and properties of the stable law, Discussion of ``On simulation and properties of the stable law by L. Devroye and L. James, A triptych of discrete distributions related to the stable law