✦ LIBER ✦

Scaled Sibuya distribution and discrete self-decomposability

✍ Scribed by Gerd Christoph; Karina Schreiber

Publisher: Elsevier Science
Year: 2000
Tongue: English
Weight: 98 KB
Volume: 48
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(99)00203-5

No coin nor oath required. For personal study only.

✦ Synopsis

The Sibuya distribution plays an important role in considering several discrete self-decomposable distributions. Here we will consider several properties of the Sibuya distribution. The main results will concern the discrete self-decomposability and inÿnite divisibility of the scaled Sibuya distribution in dependence of the scale parameter.

📜 SIMILAR VOLUMES

Apparent multifractality and scale-depen

Apparent multifractality and scale-dependent distribution of data sampled from self-affine processes

✍ Shlomo P. Neuman 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 100 KB

It has been previously demonstrated theoretically and numerically by the author that square or absolute increments of data sampled from fractional Brownian/Lévy motion (fBm/fLm), or of incremental data sampled from fractional Gaussian/Lévy noise (fGn/fLn), exhibit apparent/spurious multifractality.