Multivariate Scale-Mixed Stable Distributions and Related Limit Theorems

In the paper, multivariate probability distributions are considered that are representable as scale mixtures of multivariate stable distributions. Multivariate analogs of the Mittag–Leffler distribution are introduced. Some properties of these distributions are discussed. The main focus is on the re...

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Bibliografiske detaljer

Principais autores:	Yury Khokhlov, Victor Korolev, Alexander Zeifman
Format:	Artigo
Sprog:	Inglês
Udgivet:	MDPI AG 2020-05-01
Serier:	Mathematics
Fag:	geometrically stable distribution generalized Linnik distribution random sum transfer theorem multivariate normal scale mixtures heavy-tailed distributions
Online adgang:	https://www.mdpi.com/2227-7390/8/5/749
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