Exponential mixture representation of geometric stable densities
type: Item
instance of: scholarly article
title: Exponential mixture representation of geometric stable densities
zbMATH Open document ID: 0963.60005
author: B. P. Belinskii
author: Tomasz J. Kozubowski
published in: Journal of Mathematical Analysis and Applications
publication date: 2001-06-21T00:00:00Z
review text: Geometric stable distributions are typically classified by their characteristic functions and they do not admit explicit forms for their densities. Based on an integral representation the authors discuss the following topics for the underlying densities: complete monotonicity, unimodality, asymptotic expansions. Moreover, it is pointed out that various geometric stable laws are products of an independent standard exponential and a further random variable with known density.
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 60E10
zbMATH DE Number: 1496304
zbMATH Keywords: geometric stable density
zbMATH Keywords: complete monotonicity
zbMATH Keywords: unimodality
zbMATH Keywords: expansions
zbMATH Keywords: exponential mixture
reviewed by: Arnold Janssen
MaRDI profile type: Publication
full work available at URL: jmaa.2000.6799
OpenAlex ID: W1972114476
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DOI: 10.1006/JMAA.2000.6799
description: scientific article; zbMATH DE number 1496304