Mixture representations for symmetric generalized Linnik laws

Statistics and Probability Letters

Volumn 37, Issue 3, 1998, Pages 213-221

  Pakes, Anthony G ^a  

^a UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

Characteristic function; Infinite divisibility; Linnik law; Moment function; Scale mixture

Indexed keywords

EID: 0032536670     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(97)00119-3     Document Type: Article

References (9)

1. Borodin, A.N., Salminen, P., 1996. Handbook of Brownian Motion - Facts and Formulae. Birkhäuser, Basel.
2. Devroye, L., 1990. A note on Linnik's distribution. Probab. Statist. Lett. 9, 305-306.
3. Devroye, L., 1996. Random variate generation in one line of code. Proc. Winter Simulation Conf., IEEE Press, New York, pp. 265-272.
4. Gradshteyn, I.S., Ryzhik, I.M., 1980. Table of Integrals, Series and Products. Academic Press, New York.
5. Kotz, S., Ostrovskii, I.V., 1996. A mixture representation of the Linnik distribution. Statist. Probab. Lett. 26, 61-64.
6. Linnik, Yu V., 1962. Linear forms and statistical criteria. II. In: Selected Translations in Math. Statist., vol. 3, IMS, Hayward, pp. 41-90.
7. Pakes, A.G., 1992. On characterizations through mixed sums. Austral. J. Statist. 34, 323-339.
8. Pillai, R.N., 1990. On Mittag-Leffler functions and related distributions. Ann. Inst. Statist. Math. 42, 157-161.
9. Zolotarev, V.M., 1986. One-dimensional Stable Distributions. Translations of Mathematical Monographs, vol. 65, Amer. Math. Soc., Providence, RI.