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ArticleOriginal scientific text

Title

On SαS density function

Authors 1

Affiliations

  1. Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra, Podgórna 50, 65-246 Zielona Góra, Poland

Abstract

In this paper, we study some analytical properties of the symmetric α-stable density function.

Keywords

ENG
stable distribution, symmetric stable distribution, moments, scale mixture

Bibliography

  1. W. Feller, An Introduction to Probability Theory and its Applications, vol. 2, John Wiley, New York 1966.
  2. E. Lukács, Characteristic Functions, Griffin, London 1960.
  3. J.K. Misiewicz and R.M. Cooke, Isotropic sequences of random variables and stochastic rescaling, Theor. Probability and Math. Statist., Amer. Math. Soc. 2001.
  4. G. Samorodnitsky and M.S. Taqqu, Stable Non-Gaussian Random Processes, Chapman & Hall, New York 1994.
  5. V.M. Zolotarev, One-dimensional Stable Distributions, Transl. Math. Monographs 65, Amer. Math. Soc., Providence.
Discussiones Mathematicae Probability and Statistics
2005/25/1
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Pages:
91-101
Main language of publication
English
Received
2004-07-14
Published
2005

DOI: 10.7151/dmps.1063

Exact and natural sciences