Expansions for the Density of the Absolute Value of a Strictly Stable Vector

Fristedt, Bert

Fristedt, Bert

Ann. Math. Statist., Tome 43 (1972) no. 6, p. 669-672 / Harvested from Project Euclid

Résumé

Let $q$ be the density function of the absolute value of a strictly stable random vector in $R^N, N$-dimensional Euclidean space. Asymptotic expressions for $q(r)$ for large $r$ and for small $r$ are found. The proofs use the Fourier inversion formula and contour integration. Bessel functions play a role occupied by the exponential and trigonometric functions when $N = 1$.

Publié le : 1972-04-14
Classification:

@article{1177692651,
     author = {Fristedt, Bert},
     title = {Expansions for the Density of the Absolute Value of a Strictly Stable Vector},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 669-672},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692651}
}

Fristedt, Bert. Expansions for the Density of the Absolute Value of a Strictly Stable Vector. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  669-672. http://gdmltest.u-ga.fr/item/1177692651/