Generalized definitions of discrete stability

2015/02/09 by Lenka Slámová, Lev B. Klebanov, Slámová, Lenka +1
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1502.02588

openalex publication_date 2015/02/09 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/28

Abstract

This article deals with different generalizations of the discrete stability property. Three possible definitions of discrete stability are introduced, followed by a study of some particular cases of discrete stable distributions and their properties.

Citations

• On a Class of Distributions Stable Under Random Summation

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