Expansions for the positive stable laws

DOI10.1007/BF00535303zbMath0398.60014OpenAlexW1994778253MaRDI QIDQ4181705

Bruce M. Brown, Peter J. Brockwell

Publication date: 1978

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00535303

zbMATH Keywords

Asymptotic ExpansionLaguerre ExpansionsPositive Stable Random Variable

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic representations in the complex plane (30E15)

Related Items

The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator, Asymptotic properties of symmetric stable distributions with small index, On a class of bivariate exponential distributions, The asymptotic distributional behaviour of transformations preserving infinite measures, Multiplicative strong unimodality for positive stable laws, Extreme value autoregressive model and its applications

Cites Work

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• On some expansions of stable distribution functions
• Tables and graphs of the stable probability density functions
• A law of the iterated logarithm for martingales