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On the ratio of independent stable random variables

Part of the Lecture Notes in Mathematics book series (LNM,volume 1155)

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References

  1. Zolotarev V.M. Statistical estimates of the parameters of stable laws.-Math.Statis. Banach Center Publ., 1980, v.6, p.359–376.

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  3. Williams E.J. Some representations of stable random variables as products.-Biometrika, 1977, v.64, N 1, p.167–169.

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  4. Zolotarev V.M. Univariate stable distributions. Moscow, Nauka, 1983 (in Russian).

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  5. Chambers J.M., Mallows C.L., Stuck B.W. A method for simulating stable random variables.-J.Amer.Statist.Assoc., 1976, v.71, N 354, p.340–344.

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© 1985 Springer-Verlag

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Shcolnick, S.M. (1985). On the ratio of independent stable random variables. In: Kalashnikov, V.V., Zolotarev, V.M. (eds) Stability Problems for Stochastic Models. Lecture Notes in Mathematics, vol 1155. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0074827

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  • DOI: https://doi.org/10.1007/BFb0074827

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-15985-8

  • Online ISBN: 978-3-540-39686-4

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