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 |
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Pages (from-to) | 201-222 |
Journal | Journal of Mathematical Analysis and Applications |
Volume | 411 |
Issue number | 1 |
DOIs | |
Publication status | Published - 2014 |