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Asymptotic behaviour of densities of stable semigroups of measures

✍ Scribed by Jacek Dziubański

Publisher
Springer
Year
1991
Tongue
English
Weight
387 KB
Volume
87
Category
Article
ISSN
1432-2064

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📜 SIMILAR VOLUMES

On asymptotic properties of multidimensi
On asymptotic properties of multidimensional α -stable densities
✍ A. Zaigraev 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 216 KB

## Abstract A class of multidimensional __α__ ‐stable distributions is considered. The Poisson spectral measure of each distribution is assumed to be absolutely continuous with respect to the surface Lebesgue measure. The author concentrates his attention on the asymptotic behavior of the __α__ ‐st

Integral and asymptotic representations
Integral and asymptotic representations of geo-stable densities
✍ L.B. Klebanov; J.A. Melamed; S. Mittnik; S.T. Rachev 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 179 KB

The fact that geo-stable distributions do not have an explicit representation causes severe difficulties in empirical work. Here, we provide representations for geometric-stable probability densities in terms of fast converging integrals.