Far East Journal of Theoretical Statistics
Volume 6, Issue 1, Pages 1 - 3
(January 2002)
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INFINITE DIVISIBILITY OF MITTAG-LEFFLER LAWS
Tomasz J. Kozubowski (U. S. A.)
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Abstract: Pillai [Ann. Inst. Statist. Math. 42(1) (1990), 157-161]
established the infinite divisibility of Mittag-Leffler laws, while Bondesson et
al. [Statist. Probab. Lett. 28 (1996), 271-278] proved that a Mittag-Leffler law
is not infinitely divisible. Incidentally, each paper deals with a different
probability distribution related to the Mittag-Leffler function, only one of
which is infinitely divisible. |
Keywords and phrases: geometric stable law,
Mittag-Leffler function, stable subordinator. |
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