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On moments and tail behavior of v-stable random variables


  • Kozubowski, Tomasz J.
  • Panorska, Anna K.


In this paper a class of limiting probability distributions of normalized sums of a random number of i.i.d. random variables is considered. The representation of such distributions via stable laws and asymptotic behavior of their moments and tail probabilities are established.

Suggested Citation

  • Kozubowski, Tomasz J. & Panorska, Anna K., 1996. "On moments and tail behavior of v-stable random variables," Statistics & Probability Letters, Elsevier, vol. 29(4), pages 307-315, September.
  • Handle: RePEc:eee:stapro:v:29:y:1996:i:4:p:307-315

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    References listed on IDEAS

    1. Rachev S. T., 1993. "Rate Of Convergence For Maxima Of Random Arrays With Applications To Stock Returns," Statistics & Risk Modeling, De Gruyter, vol. 11(3), pages 279-288, March.
    2. Kozubowski, Tomasz J. & Rachev, Svetlozar T., 1994. "The theory of geometric stable distributions and its use in modeling financial data," European Journal of Operational Research, Elsevier, vol. 74(2), pages 310-324, April.
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    Cited by:

    1. Kozubowski, Tomasz J. & Meerschaert, Mark M., 2009. "A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals," Statistics & Probability Letters, Elsevier, vol. 79(14), pages 1596-1601, July.


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