Mixture representation of Linnik distribution revisited

Tomasz J. Kozubowski

Statistics & Probability Letters, 1998, vol. 38, issue 2, 157-160

Abstract: Let Y[alpha] have a Linnik distribution, given by the characteristic function [psi](t) = (1 + t [alpha])-1. We extend the result of Kotz and Ostrovskii (1996) and show that Y[alpha] admits two different representations, where 0

Keywords: Geometric; stable; law; Heavy; tailed; distribution; Mittag-Leffler; distribution; Mixture; Random; summation; Simulation; Stable; law (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (2)

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