Stable random variables: convolution and reliability

DOI10.1016/J.CAM.2012.10.013zbMath1259.60020OpenAlexW2043208035MaRDI QIDQ1932760

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\(H\)-functionMeijer \(G\)-functionstable random variable

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Related Items (4)

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 ⋮ 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

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