Continuous and discrete stable processes
Abstract
The one-sided Lévy-stable probability densities and the discrete-stable distributions form a doubly stochastic Poisson transform pair. This relationship facilitates the formulation of a class of continuous-stable stochastic processes.
- Publication:
-
Physical Review E
- Pub Date:
- January 2008
- DOI:
- Bibcode:
- 2008PhRvE..77a1109L
- Keywords:
-
- 02.50.Cw;
- 02.50.Ey;
- 05.10.Gg;
- Probability theory;
- Stochastic processes;
- Stochastic analysis methods