Integer valued stable random variables

The aim of this paper is to define the notion of stability for random variables on Z. A definition of discrete stable distributions is introduced and we study properties of such distributions. The generating functions are given, as well as the probabilities of lattice distribution. We show how these distributions converge to classical stable distributions and thus can be considered as a discrete approximation of their absolutely continuous counterparts.

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Year of publication:	2013
Authors:	Klebanov, Lev B. ; Slámová, Lenka
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 6, p. 1513-1519
Publisher:	Elsevier
Subject:	Stable random variables \| Discrete distributions

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

Persistent link: https://www.econbiz.de/10011039949