Generalized definitions of discrete stability
Lenka Sl\'amov\'a, Lev B. Klebanov
TL;DR
This paper explores various generalizations of discrete stability, introducing three definitions and analyzing specific cases and properties of discrete stable distributions.
Contribution
It proposes three new definitions of discrete stability and investigates their properties and particular cases.
Findings
Three definitions of discrete stability are introduced.
Properties of specific discrete stable distributions are analyzed.
Different generalizations expand the understanding of discrete stability.
Abstract
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 particular cases of discrete stable distributions and their properties.
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Taxonomy
TopicsStochastic processes and financial applications · Financial Risk and Volatility Modeling · Complex Systems and Time Series Analysis