AbstractThe fact that geo-stable distributions do not have an explicit representation causes severe difficulties in empirical work. Here, we provide representations for geometric-stable probability densities in terms of fast converging integrals
AbstractOperator geometric stable laws are the weak limits of operator normed and centered geometric...
We investigate certain analytical properties of the free α-stable densities on the line. We prove th...
In this paper we introduce a transformation of the Edgeworth-Sargan series expansion of the Gaussian...
AbstractThe fact that geo-stable distributions do not have an explicit representation causes severe ...
AbstractWe consider the numerical evaluation of one-dimensional projections of general multivariate ...
The problem of calculating the probability density and distribution function of a strictly stable la...
Fox’s H-function provide a unified and elegant framework to tackle several physical phenomena. We so...
none2In this paper we first survey the method of Mellin-Barnes integrals to represent the $alpha$ ...
AbstractWe present a new method for computer simulation of strictly geometric stable random variable...
Using formulas for certain quantities involving stable vectors, due to I. Molchanov, and in some cas...
Abstract. In this paper we find and develop a stochastic integral representation for the class of st...
AbstractWe derive a new type of “prelimit” theorems for sums of random number of random variables. A...
Abstract. Let (Xi) be a sequence of i.i.d. random variables, and let N be a geometric random variabl...
AbstractThis paper deals with multivariate stable distributions. Press has given an explicit algebra...
The distributional form of financial asset returns has important implications for the theoretical an...
AbstractOperator geometric stable laws are the weak limits of operator normed and centered geometric...
We investigate certain analytical properties of the free α-stable densities on the line. We prove th...
In this paper we introduce a transformation of the Edgeworth-Sargan series expansion of the Gaussian...
AbstractThe fact that geo-stable distributions do not have an explicit representation causes severe ...
AbstractWe consider the numerical evaluation of one-dimensional projections of general multivariate ...
The problem of calculating the probability density and distribution function of a strictly stable la...
Fox’s H-function provide a unified and elegant framework to tackle several physical phenomena. We so...
none2In this paper we first survey the method of Mellin-Barnes integrals to represent the $alpha$ ...
AbstractWe present a new method for computer simulation of strictly geometric stable random variable...
Using formulas for certain quantities involving stable vectors, due to I. Molchanov, and in some cas...
Abstract. In this paper we find and develop a stochastic integral representation for the class of st...
AbstractWe derive a new type of “prelimit” theorems for sums of random number of random variables. A...
Abstract. Let (Xi) be a sequence of i.i.d. random variables, and let N be a geometric random variabl...
AbstractThis paper deals with multivariate stable distributions. Press has given an explicit algebra...
The distributional form of financial asset returns has important implications for the theoretical an...
AbstractOperator geometric stable laws are the weak limits of operator normed and centered geometric...
We investigate certain analytical properties of the free α-stable densities on the line. We prove th...
In this paper we introduce a transformation of the Edgeworth-Sargan series expansion of the Gaussian...
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