An efficient series approximation for the Lévy \(\alpha\)-stable symmetric distribution

DOI10.1016/j.physleta.2018.07.013zbMath1407.62059OpenAlexW2884146757MaRDI QIDQ1632660

J. C. Crisanto-Neto, G. M. Viswanathan, M. G. E. da Luz, E. P. Raposo

Publication date: 17 December 2018

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2018.07.013

zbMATH Keywords

series expansionsymmetric distributionsapproximation seriesLévy \(\alpha\)-stable distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (2)

Bayesian inversion with α-stable priors ⋮ Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws

Uses Software

• STABLE
• DLMF
• libkww

Cites Work

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