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Mixture representation of Linnik distribution revisited

✍ Scribed by Tomasz J. Kozubowski

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
149 KB
Volume
38
Category
Article
ISSN
0167-7152

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✦ Synopsis

Let Y~ have a Linnik distribution, given by the characteristic function ~O(t)= (1 + [t]~) -t . We extend the result of Kotz and Ostrovskii (1996) and show that Y~ admits two different representations, where 0 < ~ < c~' ~< 2 and W has a "skewed" Cauchy distribution and is independent of a Linnik random variable Y~,. We then derive similar representations for Mittag-Leffler distribution. (~ Elsevier Science B.V. All fights reserved

πŸ“œ SIMILAR VOLUMES

Mixture representations for symmetric ge
Mixture representations for symmetric generalized Linnik laws
✍ Anthony G. Pakes πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 388 KB

This paper offers a simple proof based on random variable representations for a mixture representation of symmetric Linnik laws previously derived by purely analytic means. The new approach can be set in a much more general context which embraces the symmetric and the positive generalized Linnik law