Expansions for the Density of the Absolute Value of a Strictly Stable Vector.
Technical summary rept.,
WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
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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 qr 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
- Statistics and Probability