On asymptotic properties of multidimensional α -stable densities
✍ Scribed by A. Zaigraev
- Publisher
- John Wiley and Sons
- Year
- 2006
- Tongue
- English
- Weight
- 216 KB
- Volume
- 279
- Category
- Article
- ISSN
- 0025-584X
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✦ Synopsis
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 ‐stable densities s (x) as |x | →∞and |x | → 0. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)
📜 SIMILAR VOLUMES
Each a-stable distribution can be approximated either by an a-stable distribution with a discrete Poisson spectrum or by a sum of i.i.d. random vectors. Here we give results on the accuracy that can be achieved under both these ways of approximation. They are purely theoretical and aim to outline po
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