to be stable if its distribution is stable. The stable distribution family is also sometimes referred to as the Lévy alpha-stable distribution, after...

case of the inverse-gamma distribution. It is a stable distribution. The probability density function of the Lévy distribution over the domain x ≥ μ {\displaystyle...

Discrete-stable distributions are a class of probability distributions with the property that the sum of several random variables from such a distribution under...

the few stable distributions with a probability density function that can be expressed analytically, the others being the normal distribution and the...

Mandelbrot first used the stable (or α {\displaystyle \alpha } -stable) distribution to model the empirical distributions which have the skewness and...

The Johnson SU distribution The Landau distribution The Laplace distribution The Lévy skew alpha-stable distribution or stable distribution is a family of...

multivariate stable distribution is a multivariate probability distribution that is a multivariate generalisation of the univariate stable distribution. The multivariate...

is a random walk in which the step-lengths have a stable distribution, a probability distribution that is heavy-tailed. When defined as a walk in a space...

geometric stable distribution or geo-stable distribution is a type of leptokurtic probability distribution. Geometric stable distributions were introduced...

theory and statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable...

probability theory, the stable count distribution is the conjugate prior of a one-sided stable distribution. This distribution was discovered by Stephen...

statistics, the multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the one-dimensional...

stationary (marginal) distribution, although in probability and statistics the term has a rather different meaning: see stable distribution. Crudely stated...

t-distribution; The family of stable distributions, excepting the special case of the normal distribution within that family. Some stable distributions...

X ∼ GeometricStable ( 2 , 0 , λ , 0 ) {\displaystyle X\sim {\textrm {GeometricStable}}(2,0,\lambda ,0)} (geometric stable distribution) then X ∼ Laplace...

Poisson distribution is named after French mathematician Siméon Denis Poisson. It plays an important role for discrete-stable distributions. Under a...

such as mean or variance, are undefined. The distribution is a particular case of stable distribution. The probability density function, as written originally...

1 < p < 2, gamma distribution, p = 2, positive stable distributions, 2 < p < 3, Inverse Gaussian distribution, p = 3, positive stable distributions, p > 3, and...

divisible are the normal distribution, the Cauchy distribution, the Lévy distribution, and all other members of the stable distribution family, as well as the...

local time, stable distributions and characteristic functions. Lévy processes, Lévy flights, Lévy measures, Lévy's constant, the Lévy distribution, the Lévy...

b_{n}.} Distributions Ξ which can arise in this way are called stable. Clearly, the normal distribution is stable, but there are also other stable distributions...

shortcoming of the normal distribution model and have proposed that fat-tailed distributions such as the stable distributions govern asset returns frequently...

value distribution is a special case of a max-stable distribution, and is a transformation of a min-stable distribution. The GEV distribution is widely...

antiX (/ˈæntɪks/) is a Linux distribution, originally based on MEPIS, which itself is based on the Debian stable distribution. antiX initially replaced the...

Frechet distribution is a max stable distribution The negative of a random variable having a Frechet distribution is a min stable distribution Type-2 Gumbel...

Named joint distributions that arise frequently in statistics include the multivariate normal distribution, the multivariate stable distribution, the multinomial...

statistics, the Lindley distribution is a continuous probability distribution for nonnegative-valued random variables. The distribution is named after Dennis...

a d-dimensional vector with entries chosen independently from a stable distribution and b {\displaystyle b} is a real number chosen uniformly from the...

Petersburg paradox Stability (probability) Stable distribution Stable and tempered stable distributions with volatility clustering – financial applications...

probability theory, a log-normal (or lognormal) distribution is a continuous probability distribution of a random variable whose logarithm is normally...