A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals

DOI10.1016/j.spl.2009.03.024zbMath1170.60308OpenAlexW1994955846MaRDI QIDQ923861

Mark M. Meerschaert, Tomasz J. Kozubowski

Publication date: 24 July 2009

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

Full work available at URL: https://doi.org/10.1016/j.spl.2009.03.024

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (1)

Fractional absolute moments of heavy tailed distributions

Uses Software

• mlrnd

Cites Work

• Mittag-Leffler process
• On Mittag-Leffler functions and related distributions
• A bivariate Lévy process with negative binomial and gamma marginals
• On moments and tail behavior of \(\nu\)-stable random variables
• On the Mittag-Leffler distributions
• Fractional moment estimation of Linnik and Mittag-Leffler parameters
• Operator geometric stable laws
• Limit theorems with random sample size for generalized domains of semistable attraction
• A mixed bivariate distribution with exponential and geometric marginals
• Asymptotic distributions of continuous-time random walks: A probabilistic approach
• 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
• On Linnik's continuous-time random walks
• A Note on the Characterization of Positive Linnik Laws
• The first-order autoregressive Mittag–Leffler process
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