On SαS density function
Discussiones Mathematicae Probability and Statistics (2005)
- Volume: 25, Issue: 1, page 91-101
- ISSN: 1509-9423
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Abstract
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topGrażyna Mazurkiewicz. "On SαS density function." Discussiones Mathematicae Probability and Statistics 25.1 (2005): 91-101. <http://eudml.org/doc/287690>.
@article{GrażynaMazurkiewicz2005,
abstract = {In this paper, we study some analytical properties of the symmetric α-stable density function.},
author = {Grażyna Mazurkiewicz},
journal = {Discussiones Mathematicae Probability and Statistics},
keywords = {stable distribution; symmetric stable distribution; moments; scale mixture},
language = {eng},
number = {1},
pages = {91-101},
title = {On SαS density function},
url = {http://eudml.org/doc/287690},
volume = {25},
year = {2005},
}
TY - JOUR
AU - Grażyna Mazurkiewicz
TI - On SαS density function
JO - Discussiones Mathematicae Probability and Statistics
PY - 2005
VL - 25
IS - 1
SP - 91
EP - 101
AB - In this paper, we study some analytical properties of the symmetric α-stable density function.
LA - eng
KW - stable distribution; symmetric stable distribution; moments; scale mixture
UR - http://eudml.org/doc/287690
ER -
References
top- [1] W. Feller, An Introduction to Probability Theory and its Applications, vol. 2, John Wiley, New York 1966. Zbl0138.10207
- [2] E. Lukács, Characteristic Functions, Griffin, London 1960. Zbl0087.33605
- [3] J.K. Misiewicz and R.M. Cooke, Isotropic sequences of random variables and stochastic rescaling, Theor. Probability and Math. Statist., Amer. Math. Soc. 2001. Zbl0955.60053
- [4] G. Samorodnitsky and M.S. Taqqu, Stable Non-Gaussian Random Processes, Chapman & Hall, New York 1994. Zbl0925.60027
- [5] V.M. Zolotarev, One-dimensional Stable Distributions, Transl. Math. Monographs 65, Amer. Math. Soc., Providence.
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