On generalized stable and related laws

Anthony Pakes

doi:10.1016/j.jmaa.2013.09.041

On generalized stable and related laws

Anthony Pakes

UWA Business School

Research output: Contribution to journal › Article

5 Citations (Scopus)

Abstract

A probabilistic characterization is given for Schneider's generalized stable laws. They belong to the larger family of laws which are invariant under length-biasing followed by a random beta scaling. Questions of infinite divisibility and self-decomposability are pursued. Moment determinacy of reciprocal generalized stable laws are investigated. © 2013 Elsevier Inc.

Original language	English
Pages (from-to)	201-222
Journal	Journal of Mathematical Analysis and Applications
Volume	411
Issue number	1
DOIs	https://doi.org/10.1016/j.jmaa.2013.09.041
Publication status	Published - 2014

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abstract = "A probabilistic characterization is given for Schneider's generalized stable laws. They belong to the larger family of laws which are invariant under length-biasing followed by a random beta scaling. Questions of infinite divisibility and self-decomposability are pursued. Moment determinacy of reciprocal generalized stable laws are investigated. {\textcopyright} 2013 Elsevier Inc.",

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AB - A probabilistic characterization is given for Schneider's generalized stable laws. They belong to the larger family of laws which are invariant under length-biasing followed by a random beta scaling. Questions of infinite divisibility and self-decomposability are pursued. Moment determinacy of reciprocal generalized stable laws are investigated. © 2013 Elsevier Inc.

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DO - 10.1016/j.jmaa.2013.09.041

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