[PDF][PDF] Bibliography on stable distributions, processes and related topics
J Nolan - Technical Report, 2010 - edspace.american.edu
The following sections are a start on organizing references on stable distributions by topic. It
is far from complete. Starting on page 23 there is an extensive list of papers, most on stable …
is far from complete. Starting on page 23 there is an extensive list of papers, most on stable …
Nonasymptotic Gaussian approximation for inference with stable noise
The results of a series of theoretical studies are reported, examining the convergence rate
for different approximate representations of α-stable distributions. Although they play a key …
for different approximate representations of α-stable distributions. Although they play a key …
Simulated convergence rates with application to an intractable α-stable inference problem
We report the results of a series of numerical studies examining the convergence rate for
some approximate representations of α-stable distributions, which are a highly intractable …
some approximate representations of α-stable distributions, which are a highly intractable …
Convergence results for tractable inference in α-stable stochastic processes
The α-stable distribution is highly intractable for inference because of the lack of a closed
form density function in the general case. However, it is well-established that the α-stable …
form density function in the general case. However, it is well-established that the α-stable …
Sharp Gaussian Approximation Bounds for Linear Systems with -stable Noise
We report the results of several theoretical studies into the convergence rate for certain
random series representations of α-stable random variables, which are motivated by and …
random series representations of α-stable random variables, which are motivated by and …
Sharp Gaussian Approximation Bounds for Linear Systems with α-stable Noise
We report the results of several theoretical studies into the convergence rate for certain
random series representations of α-stable random variables, which are motivated by and …
random series representations of α-stable random variables, which are motivated by and …