The problem of estimating the exponent of a stable law is receiving an increasing amount of attention because Pareto's law (or Zipf's law) describes many biological phenomena very well (see e.g. Hill ...
This is a preview. Log in through your library . Abstract We consider a birth and death process with Q-matrix of rates qm,m+1=mβ , qm,m-1=mδ ,qm,m=-m(β +δ) and qm,n=0 otherwise. We assume that ...