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

Bert FristedtUnited States. DEPARTMENT OF THE ARMY. MATHEMATICS RESEARCH CENTER.

出版	Mathematics Research Center, University of Wisconsin
URL	http://books.google.com.hk/books?id=_XSPNwAACAAJ&hl=&source=gbs_api

註釋

Let q be the density function of the absolute value of a strictly stable random vector in R sup 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. (Author).