Title of article :
On generalized stable and related laws
Author/Authors :
Pakes، نويسنده , , Anthony G.، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2014
Abstract :
A probabilistic characterization is given for Schneiderʼs 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.
Keywords :
Generalized stable laws , Beta scaling , Stieltjes moment problem , Infinite divisibility , Self-decomposable laws , Length-biasing
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications