On generalized stable and related laws

Research output: Contribution to journalArticle

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 languageEnglish
Pages (from-to)201-222
JournalJournal of Mathematical Analysis and Applications
Volume411
Issue number1
DOIs
Publication statusPublished - 2014

Fingerprint Dive into the research topics of 'On generalized stable and related laws'. Together they form a unique fingerprint.

Cite this