On a Class of Distributions Stable Under Random Summation

DOI10.1239/jap/1339878788zbMath1245.60022arXiv1008.3150OpenAlexW2963267776MaRDI QIDQ2897144

Ashot V. Kakosyan, Lev B. Klebanov, Grigory Temnov, Svetlozar T. Rachev

Publication date: 8 July 2012

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1008.3150

zbMATH Keywords

stabilitycharacteristic functionrandom summationhyperbolic secant distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

Related Items (3)

Stability and Heavy-Tailness ⋮ Characterizations of probability distributions by the properties of linear forms with random coefficients ⋮ Some applications of Yu. V. Linnik's theorem on characteristic functions

Cites Work

• Characterization of distributions by the method of intensively monotone operators
• Composition semigroups and random stability
• A Problem of Zolotarev and Analogs of Infinitely Divisible and Stable Distributions in a Scheme for Summing a Random Number of Random Variables
• B-stability
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