Concepedia

Stable Laws

Stable Laws is a class of probability distributions characterized by the property that the linear combination of two independent random variables with the same distribution follows the same distribution up to location and scale parameters, making them invariant under convolution and forming the attractors in generalized central limit theorems.

202

Publications

10.1K

Citations

257

Authors

182

Institutions

Publications per year

2017–2026

12

Variants

Lévy Stable Distributions

Parents

Publications

202

Semi-stable stochastic processes

John Lamperti · Transactions of the American Mathematical Society · 1962 · 514 citations

, , +10

Regression-Type Estimation of the Parameters of Stable Laws

Ioannis A. Koutrouvelis · Journal of the American Statistical Association · 1980 · 508 citations

, , +13

The stable Paretian hypothesis and the frequency of large returns: an examination of major German stocks

Thomas Lux · Applied Financial Economics · 1996 · 403 citations

, , +14

Estimating the Stable Index $\alpha$ in Order to Measure Tail Thickness: A Critique

William DuMouchel · The Annals of Statistics · 1983 · 355 citations · Full text

, , +14

Quantum Lévy Processes and Fractional Kinetics

Dimitri Kusnezov, Aurel Bulgac, Giu Do Dang · Physical Review Letters · 1999 · 312 citations · Full text

, , +17

1–5 of 202

Authors

257

  1. VV
    V. V. Uchaikin

    Ulyanovsk State University, Russia

    5 publications · 333 citations

    5

    h-index

  2. VA
    Vedat Akgiray

    Louisiana State University, United States

    5 publications · 569 citations

    5

    h-index

  3. IA
    Ioannis A. Koutrouvelis

    Virginia Commonwealth University, United States

    5 publications · 851 citations

    5

    h-index

  4. MM
    Mark M. Meerschaert

    Michigan State University, United States

    4 publications · 96 citations

    4

    h-index

  5. VP
    Vygantas Paulauskas

    Vilnius University, Lithuania

    2 publications · 40 citations

    3

    h-index

1–5 of 257

Institutions

182

  1. Université de Lille

    Lille, France

    6 h-index

    6 publications

    251 citations

  2. Centre National de la Recherche Scientifique

    Paris, France

    6 h-index

    13 publications

    1.1K citations

  3. Université de Rennes

    Rennes, France

    5 h-index

    5 publications

    260 citations

  4. Virginia Commonwealth University

    Richmond, United States

    5 h-index

    6 publications

    865 citations

  5. Massachusetts Institute of Technology

    Cambridge, United States

    5 h-index

    9 publications

    338 citations

  6. Institut de recherche mathématique de Rennes

    Rennes, France

    4 h-index

    4 publications

    240 citations

  7. University of Toronto

    Toronto, Canada

    4 h-index

    7 publications

    377 citations

  8. Australian National University

    Canberra, Australia

    4 h-index

    4 publications

    179 citations

1–8 of 182

Venues

  1. The Annals of Probability

    18 publications · 627 citations

    15

    h-index

  2. Theory of Probability and Its Applications

    11 publications · 324 citations

    10

    h-index

  3. Electronic Journal of Probability

    EJP · 8 publications · 275 citations

    8

    h-index

  4. 7

    h-index

  5. Journal of Applied Probability

    JAP · 7 publications · 84 citations

    7

    h-index

1–5