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Mixture representations for discrete Linnik laws

โœ Scribed by Nadjib Bouzar

Book ID
108542509
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
101 KB
Volume
56
Category
Article
ISSN
0039-0402

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๐Ÿ“œ SIMILAR VOLUMES

Mixture representations for symmetric ge
Mixture representations for symmetric generalized Linnik laws
โœ Anthony G. Pakes ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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

Mixture representation of Linnik distrib
Mixture representation of Linnik distribution revisited
โœ Tomasz J. Kozubowski ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 149 KB

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 rand