High-accuracy evaluation of the cumulative distribution function of \(\alpha\)-stable symmetric distributions
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Publication:1600603
DOI10.1023/A:1011327706906zbMath0996.60014OpenAlexW56924457MaRDI QIDQ1600603
Publication date: 16 June 2002
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1011327706906
Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Approximations to statistical distributions (nonasymptotic) (62E17)
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