On tails of symmetric and totally asymmetric alpha-stable distributions

DOI10.37190/0208-4147.41.2.7zbMath1484.60018arXiv1802.00612OpenAlexW3211165026MaRDI QIDQ5029387

Witold Bednorz, Rafał Martynek, Rafał Marcin Łochowski

Publication date: 14 February 2022

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.00612

zbMATH Keywords

tail estimatesalpha-stable distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Inequalities; stochastic orderings (60E15) Characteristic functions; other transforms (60E10)

Related Items (1)

On optimal uniform approximation of Lévy processes on Banach spaces with finite variation processes

Uses Software

• STABLE

Cites Work

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• Some Theorems on Stable Processes
• Asymptotic estimates of multi-dimensional stable densities and their applications
• Numerical calculation of stable densities and distribution functions
• Upper and Lower Bounds for Stochastic Processes

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