Lévy stable distributions via associated integral transform

DOI10.1063/1.4709443zbMath1278.60025arXiv1202.1789OpenAlexW1972582080WikidataQ116677429 ScholiaQ116677429MaRDI QIDQ2860764

Katarzyna Górska, Karol A. Penson

Publication date: 20 November 2013

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.1789

zbMATH Keywords

Lévy transformEfros theorem

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Probability distributions: general theory (60E05)

Related Items (13)

Composition law for the Cole-Cole relaxation and ensuing evolution equations ⋮ Theory of relativistic heat polynomials and one-sided Lévy distributions ⋮ On the Laplace transform of the Fréchet distribution ⋮ Some results on the complete monotonicity of Mittag-Leffler functions of le Roy type ⋮ Subordination and memory dependent kinetics in diffusion and relaxation phenomena ⋮ The Havriliak–Negami and Jurlewicz–Weron–Stanislavsky relaxation models revisited: memory functions based study ⋮ Replicating a renewal process at random times ⋮ Exact and explicit evaluation of Brézin-Hikami kernels ⋮ Gaussian diffusion interrupted by Lévy walk ⋮ The Havriliak–Negami relaxation and its relatives: the response, relaxation and probability density functions ⋮ The stretched exponential behavior and its underlying dynamics. The phenomenological approach ⋮ Photoluminescence decay of silicon nanocrystals and Lévy stable distributions ⋮ Modular forms, Schwarzian conditions, and symmetries of differential equations in physics

Uses Software

• DLMF

Cites Work

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• On Lévy (or stable) distributions and the Williams-Watts model of dielectric relaxation
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• NECESSARY AND SUFFICIENT CONDITIONS FOR THE REPRESENTABILITY OF A POSITIVE HOMOGENEOUS FUNCTION OF THREE VARIABLES IN THE FORM OF A DIFFERENCE OF CONVEX FUNCTIONS
• Non-uniqueness of the first passage time density of Lévy random processes
• Financial Modelling with Jump Processes
• Chance and Stability
• Quasiclassical asymptotics and coherent states for bounded discrete spectra

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