Simulation of geometric stable and other limiting multivariate distributions arising in random summation scheme
نویسندگان
چکیده
منابع مشابه
On a Class of Distributions Stable Under Random Summation
We investigate a family of distributions having a property of stability-underaddition, provided that the number ν of added-up random variables in the random sum is also a random variable. We call the corresponding property a ν-stability and investigate the situation with the semigroup generated by the generating function of ν is commutative. Using results from the theory of iterations of analyt...
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ژورنال
عنوان ژورنال: Mathematical and Computer Modelling
سال: 1999
ISSN: 0895-7177
DOI: 10.1016/s0895-7177(99)00108-9