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Stable random variables: Convolution and reliability

โœ Scribed by C.E.G. Otiniano; T.R. Sousa; P.N. Rathie


Book ID
119211397
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
341 KB
Volume
242
Category
Article
ISSN
0377-0427

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In Steutel and van Ham (1979) a discrete analogue of stable random variables was introduced. In the present note we consider some explicit and asymptotic formulae for the probabilities of discrete stable random variables and give rates for the convergence of sequences of certain discrete stable rand

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A definition of complex stable random variables is presented which includes earlier definitions as special cases. The class of complex stable random variables is characterized and is shown to be a subclass of the operator stable random variables. The exact conditions under which a sum of independent