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

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

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...

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

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

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

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

limiting case, all stable distributions have heavy tails and infinite variance. It is one of the few distributions that are stable and that have probability...

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

spherically symmetric multivariate distribution. Multivariate stable distribution extension of the multivariate normal distribution, when the index (exponent in...

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

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

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...

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

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...

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...

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...

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

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

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

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

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

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

Log-normal distributions are infinitely divisible, but they are not stable distributions, which can be easily drawn from. If X ∼ N ( μ , σ 2 ) {\displaystyle...

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...

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...