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On generalized stable and related laws |
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| Authors: | Anthony G. Pakes |
| Affiliation: | School of Mathematics & Statistics, University of Western Australia, 35 Stirling Highway, Crawley, WA, 6009, Australia |
| Abstract: | A probabilistic characterization is given for Schneider?s generalized stable laws. They belong to the larger family of laws which are invariant under length-biasing followed by a random beta scaling. Questions of infinite divisibility and self-decomposability are pursued. Moment determinacy of reciprocal generalized stable laws are investigated. |
| Keywords: | Generalized stable laws Length-biasing Beta scaling Infinite divisibility Self-decomposable laws Stieltjes moment problem |
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