2 citations · 3 across the 6 of their papers we have counts for
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math.PR2015
On a characterization of infinitely divisible distributions with Gaussian component
Lev B. Klebanov, Irina V. Volchenkova, Ashot V. Kakosyan
We give a necessary and sufficient condition for symmetric infinitely divisible distribution to have Gaussian component. The result can be applied to approximation the distribution…
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.