Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4615996 | Journal of Mathematical Analysis and Applications | 2014 | 22 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Anthony G. Pakes,