On Some Characterizations of the Levy Distribution

Abstract If the distribution of the linear combination of two independent and identically distributed random variables from a distribution belongs to the same distribution, then we call that distribution a stable distribution. The Levy distribution is a member of the family of stable distributions. In this paper, we will present some basic distributional properties and characterizations of the Levy distribution.

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Year of publication:	2019
Authors:	Ahsanullah, Mohammad ; Nevzorov, V. B.
Published in:	Stochastics and Quality Control. - De Gruyter, ISSN 2367-2404, ZDB-ID 2905267-1. - Vol. 34.2019, 1, p. 53-57
Publisher:	De Gruyter
Subject:	Characterizations \| Negative Moments \| Identical Distributions

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Type of publication:	Article
Language:	Undetermined
Other identifiers:	10.1515/eqc-2018-0031 [DOI]
Source:	Other ZBW resources

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