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...

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...

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

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

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

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

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

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

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...

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

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

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

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

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

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...

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

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

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...

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

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

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

statistics, the Gumbel distribution (also known as the type-I generalized extreme value distribution) is used to model the distribution of the maximum (or...

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

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...

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

same distribution, up to location and scale parameters. The distributions of random variables having this property are said to be "stable distributions"....

Cycle detection Hyperbolic set Stable manifold Steady state Wada basin Hidden oscillation Rössler attractor Stable distribution Convergent evolution Desprez...