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Fractional Stable Distributions
Journal of Mathematical Sciences, 2001A limit theorem for a one-dimensional continuous time random walk (CTRW) with infinite-mean waiting times and independent particle jumps in the domain of normal attraction of a strictly stable law is presented. It is shown that the limiting distribution of the normalized CTRW is represented by the fraction of powers of stable laws, called fractional ...
Kolokoltsov, V. +2 more
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ON LÉVY STABLE AND SEMISTABLE DISTRIBUTIONS
Fractals, 2001This work emphasizes the special role played by semistable and log-semistable distributions as relevant statistical models of various observable and "internal" variables in physics. Besides of their representation, some of their remarkable properties (chiefly semi-self-similarity) are displayed in some detail. One of their characteristic features is a
Huillet, Thierry +2 more
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Existence of Stable Distributed Lags
Econometrica, 1977This paper attempts to determine conditions under which distributed lag analysis is appropriate. Results indicate that lag functions are stable and linear under fairly general (but constant) objective criteria and decision constraints as long as the underlying economic environment is characterized by a stationary Gauss-Markov process, and observed ...
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The effective bandwidth of stable distributions
Proceedings of the 1998 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '98 (Cat. No.98CH36181), 2002In this paper the effective bandwidths of stable distributions are studied. Effective bandwidths are being heavily promoted as the most appropriate method for call admission control (CAC) and resource allocation within ATM networks. Previous work in teletraffic modelling has suggested that models based on stable distributions provide an efficient ...
Stephen Bates, Steve McLaughlin 0001
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On Complexification of Max-Stable Distributions
Moscow University Mathematics Bulletin, 2023zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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A stable distributed tuple space
Proceedings of HICSS-29: 29th Hawaii International Conference on System Sciences, 1996An approach is presented which extends the MOM fault-tolerant implementation of the Linda model of parallel programming. The original MOM system provided persistence of tuples and tuple states across both tuple-space and worker node halt failures.
Scott R. Cannon, Delroy A. Brinkerhoff
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Portfolio management with stable distributions
Mathematical Methods of Operations Research (ZOR), 2000zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Rachev, Svetlozar T., Han, S.
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On the Parametrization of the Afocal Stable Distributions
Bulletin of the London Mathematical Society, 1996Thanks to \textit{P. Hall}'s [Bull. Lond. Math. Soc. 13, 23-27 (1981; Zbl 0505.60022)] documentation of a situation he described as a ``Comedy of errors'' in the earlier literature on stable distributions, there is now general agreement as to their canonical parameterization when standardized as to location and scale.
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On the Stability of One Characterization of Stable Distributions
Acta Applicandae Mathematica, 2003zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yanushkevichius, R. +1 more
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Finite mixture of α-stable distributions
Digital Signal Processing, 2009Over the last decades, the ±-stable distribution has proved to be a very efficient model for impulsive data. In this paper, we propose an extension of stable distributions, namely mixture of ±-stable distributions to model multimodal, skewed and impulsive data.
Diego Salas-Gonzalez +2 more
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