Accession Number : AD0725097

Title :   Expansions for the Density of the Absolute Value of a Strictly Stable Vector.

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s) : Fristedt,Bert

Report Date : MAY 1971

Pagination or Media Count : 12

Abstract : Let q be the density function of the absolute value of a strictly stable random vector in R sup N, N-dimensional Euclidean space. Asymptotic expressions for q(r) for large r and for small r are found. The proofs use the Fourier inversion formula and contour integration. Bessel functions play a role occupied by the exponential and trigonometric functions when N = 1. (Author)

Descriptors :   (*STOCHASTIC PROCESSES, PROBABILITY DENSITY FUNCTIONS), COMPLEX VARIABLES, BESSEL FUNCTIONS, EXPONENTIAL FUNCTIONS, MEASURE THEORY, NUMERICAL INTEGRATION, THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE