Accession Number:

AD0725097

Title:

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

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

Report Date:

1971-05-01

Pagination or Media Count:

12.0

Abstract:

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE