Mixture representation of Linnik distribution revisited

DOI10.1016/S0167-7152(97)00167-3zbMath1246.60019OpenAlexW2085870818MaRDI QIDQ449925

Tomasz J. Kozubowski

Publication date: 2 September 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(97)00167-3

zbMATH Keywords

mixturesimulationstable lawMittag-Leffler distributionheavy tailed distributiongeometric stable lawrandom summation

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items

A PATHWAY MODEL OF MITTAG-LEFFLER DISTRIBUTIONS AND RELATED PROCESSES, A note on mixture representations for the Linnik and Mittag-Leffler distributions and their applications, A note on the Cauchy-type mixture distributions, Weakly driven anomalous diffusion in non-ergodic regime: an analytical solution, Analytic and asymptotic properties of multivariate generalized Linnik's probability densities, Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations, A fractional generalization of the Dirichlet distribution and related distributions, Computer simulation of geometric stable distributions, Mixture representations for discrete Linnik laws, Exponential mixture representation of geometric stable densities, Random numbers from the tails of probability distributions using the transformation method, Fractional moment estimation of Linnik and Mittag-Leffler parameters

Cites Work

• On Mittag-Leffler functions and related distributions
• A note on Linnik's distribution
• A mixture representation of the Linnik distribution