Exponential mixture representation of geometric stable densities
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.
scientific article; zbMATH DE number 1496304