Univariate Geometric Stable Laws

T. J. Kozubowski, S. T. Rachev

Research output: Contribution to journalArticlepeer-review

60 Scopus citations


The paper summarizes recent advances in the theory of geometric stable (GS) distributions. The results presented include parametrizations, characterizations, mixture representations, properties, asymptotic and convergent series expansions of densities and distribution functions, moments and tail behavior, simulation, and estimation.

Original languageEnglish
Pages (from-to)177-217
Number of pages41
JournalJournal of Computational Analysis and Applications
Issue number2
StatePublished - 1999


  • Geometric compound
  • Heavy-tail modeling
  • Linnik distribution
  • Mittag-Leffler law
  • Random summation


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