Analytic and asymptotic properties of generalized Linnik probability densities

DOI10.1006/jmaa.1997.5734zbMath0893.60004OpenAlexW2129178570MaRDI QIDQ1378640

Mehmet Burak Erdogan, Iossif V. Ostrovskii

Publication date: 24 March 1998

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11693/11059

zbMATH Keywords

characteristic functionasymptotic properties of distributionsgeneralized Linnik distribution

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05)

Related Items (15)

A note on mixture representations for the Linnik and Mittag-Leffler distributions and their applications ⋮ Linnik Lévy process and some extensions ⋮ A class of continuous kernels and Cauchy type heavy tail distributions ⋮ Analytic and asymptotic properties of multivariate generalized Linnik's probability densities ⋮ On the rate of convergence to Rosenblatt-type distribution ⋮ Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations ⋮ Semiparametric analysis of long-range dependence in nonlinear regression ⋮ Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions ⋮ Tauberian and Abelian theorems for long-range dependent random fields ⋮ Multiscale conservation laws driven by Lévy stable and Linnik diffusions: asymptotics, shock creation, preservation and dissolution ⋮ Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure ⋮ Weak limits for multivariate random sums ⋮ Fractional Stokes–Boussinesq–Langevin equation and Mittag-Leffler correlation decay ⋮ Exponential mixture representation of geometric stable densities ⋮ Spectral properties of superpositions of Ornstein-Uhlenbeck type processes

Cites Work

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• Unimodality of infinitely divisible distribution functions of class L
• A triptych of discrete distributions related to the stable law
• Analytic and asymptotic properties of Linnik's probability densities. I
• On a Class of Unimodal Distributions
• A Problem of Zolotarev and Analogs of Infinitely Divisible and Stable Distributions in a Scheme for Summing a Random Number of Random Variables
• A characterization of gamma mixtures of stable laws motivated by limit theorems
• Linnik distributions and processes
• Some Characterizations of the Exponential Distribution by Geometric Compounding

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