Representation and Properties of Geometric Stable Laws

Tomasz J. Kozubowski
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Tomasz J. Kozubowski: University of Tennessee at Chattanooga, Department of Mathematics

A chapter in Approximation, Probability, and Related Fields, 1994, pp 321-337 from Springer

Abstract: Abstract A random summation scheme, where the number of terms is geometrically distributed, is called a geometric summation scheme (geometric compound, geometric convolution) (Klebanow et al., 1984). Geometric convolutions naturally arise in many applied probability problems. In particular, they appear in queueing theory and reliability in connection to“regenerating processes with rare events”(Gertsbakh, 1984; Jacobs, 1986). Some recent results suggest that geometric compounds could provide useful models in economics (Kozubowski and Rachev, 1992).

Keywords: Characteristic Function; Stable Distribution; Continuous Distribution Function; Stable Density; Stable Random Variable (search for similar items in EconPapers)
Date: 1994
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DOI: 10.1007/978-1-4615-2494-6_25

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