The problem of calculating the probability density and distribution function of a strictly stable law is considered at $x\to0$. The expansions of these values into power series were obtained to solve this problem. It was shown that in the case $\alpha<1$ the obtained series were asymptotic at $x\to0$, in the case $\alpha>1$ they were convergent and in the case $\alpha=1$ in the domain $|x|<1$ these series converged to an asymmetric Cauchy distribution. It has been shown that at $x\to0$ the obtained expansions can be successfully used to calculate the probability density and distribution function of strictly stable laws
We study properties of stable-like laws, which are solutions of the distributional equation where (N...
AbstractEach α-stable distribution can be approximated either by an α-stable distribution with a dis...
If Xi are i.i.d. and have zero mean and arbitrary finite variance the limiting probability distribut...
Fox’s H-function provide a unified and elegant framework to tackle several physical phenomena. We so...
This is the first book specifically devoted to a systematic exposition of the essential facts known ...
We investigate certain analytical properties of the free α-stable densities on the line. We prove th...
Closed forms are derived for the probability density function (PDF) of the stable distribution S α (...
This textbook highlights the many practical uses of stable distributions, exploring the theory, nume...
An introduction to the theory of stable distributions and their applications. It contains a modern o...
bers, continued fractions We study the density of the supremum of a strictly stable Lévy process. We...
AbstractThe fact that geo-stable distributions do not have an explicit representation causes severe ...
Discrete stable distributions and their domains of attractions were introduced in Steutel and van Ha...
õ0.ABSTRACT. Let X be a random variable with density function which is continuous and nonzero at 0. ...
Bernyk etal. [Bernyk, V., Dalang, R.C., Peskir, G., 2008. The law of the supremum of a stable Lvy pr...
AbstractWe study properties of stable-like laws, which are solutions of the distributional equation ...
We study properties of stable-like laws, which are solutions of the distributional equation where (N...
AbstractEach α-stable distribution can be approximated either by an α-stable distribution with a dis...
If Xi are i.i.d. and have zero mean and arbitrary finite variance the limiting probability distribut...
Fox’s H-function provide a unified and elegant framework to tackle several physical phenomena. We so...
This is the first book specifically devoted to a systematic exposition of the essential facts known ...
We investigate certain analytical properties of the free α-stable densities on the line. We prove th...
Closed forms are derived for the probability density function (PDF) of the stable distribution S α (...
This textbook highlights the many practical uses of stable distributions, exploring the theory, nume...
An introduction to the theory of stable distributions and their applications. It contains a modern o...
bers, continued fractions We study the density of the supremum of a strictly stable Lévy process. We...
AbstractThe fact that geo-stable distributions do not have an explicit representation causes severe ...
Discrete stable distributions and their domains of attractions were introduced in Steutel and van Ha...
õ0.ABSTRACT. Let X be a random variable with density function which is continuous and nonzero at 0. ...
Bernyk etal. [Bernyk, V., Dalang, R.C., Peskir, G., 2008. The law of the supremum of a stable Lvy pr...
AbstractWe study properties of stable-like laws, which are solutions of the distributional equation ...
We study properties of stable-like laws, which are solutions of the distributional equation where (N...
AbstractEach α-stable distribution can be approximated either by an α-stable distribution with a dis...
If Xi are i.i.d. and have zero mean and arbitrary finite variance the limiting probability distribut...