5 papers
Generalized definitions of discrete stability
Lenka Slámová, Lev B. Klebanov
This article deals with different generalizations of the discrete stability property. Three possible definitions of discrete stability are introduced, followed by a study of some p…
-Generalized Hyperbolic Distributions
Lev B. Klebanov, Svetlozar T. Rachev
A new class of probability distributions closely connected to generalized hyperbolic distributions is introduced. It is more adapted to study the distributions of sums of random nu…
Casual Stability of Some Systems of Random Variables
Lev B. Klebanov, Lenka Slámová, Ashot Kakosyan +1
Self-similarity of systems is very popular and intensively developing field during last decades. To this field belong so-called stable distributions and their generalization. In Kl…
On a class of distributions stable under random summation
L. B. Klebanov, A. V. Kakosyan, S. T. Rachev +1
We investigate a family of distributions having a property of stability-under-addition, provided that the number of added-up random variables in the random sum is also a random…
Characterization of a subclass of Tweedie distributions by a property of generalized stability
Lev B. Klebanov, Grigory Temnov
We introduce a class of distributions originating from an exponential family and having a property related to the strict stability property. A characteristic function representatio…