Asymptotic forms for the derivatives of one-sided stable laws

DOI10.1214/AOP/1176991695zbMath0652.60021OpenAlexW2012886970MaRDI QIDQ1107202

Wolfgang Gawronski

Publication date: 1988

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991695

zbMATH Keywords

Laguerre polynomialsanalytic properties of densitiesstable laws on the real line

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Other special functions (33E99)

Related Items (3)

Law of the first passage triple of a spectrally positive strictly stable process ⋮ Asymptotic expansions for dervatives of stable laws ⋮ Positive stable densities and the bell-shape

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