Stable densities
Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 2, pp. 470-476
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This paper shows that a uniform expression is possible for stable densities (in all cases except $p=1$, $\gamma=0$, (see (1)) in terms of the incomplete hypergeometric function ${}_1G_0(\alpha,\beta,z)$ defined by (8).
Keywords:
stable distributions and their densities, Mellin transform, incomplete hypergeometric functions.
@article{TVP_1993_38_2_a17,
author = {J. Hoffman-J{\o}rgensen},
title = {Stable densities},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {470--476},
year = {1993},
volume = {38},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1993_38_2_a17/}
}
J. Hoffman-Jørgensen. Stable densities. Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 2, pp. 470-476. http://geodesic.mathdoc.fr/item/TVP_1993_38_2_a17/