Mixture representations for symmetric generalized Linnik laws

This paper offers a simple proof based on random variable representations for a mixture representation of symmetric Linnik laws previously derived by purely analytic means. The new approach can be set in a much more general context which embraces the symmetric and the positive generalized Linnik laws.

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Year of publication:	1998
Authors:	Pakes, Anthony G.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 37.1998, 3, p. 213-221
Publisher:	Elsevier
Keywords:	Linnik law Scale mixture Characteristic function Moment function Infinite divisibility

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138029