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math.PR2015
An autoregressive model leading to stable distributions
Lev B. Klebanov, Gregory Temnov, Ashot Kakosyan
We construct an autoregressive model with random coefficients that has a stationary distribution after proper normalization. This limit distribution is found to be stable.
math.PR2014
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…