Title of article :
Multivariate stable distributions and generating densities
Author/Authors :
Fallahgoul، نويسنده , , Hassan and Hashemiparast، نويسنده , , S.M. and Fabozzi، نويسنده , , Frank J. and Kim، نويسنده , , Young Shin، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2013
Abstract :
The probability density function of multivariate stable distributions only applies to special accessible cases. Consequently, because of the absence of an explicit solution for their probability distribution function, applications have been limited. In this paper, we present an analytic method for generating densities to resolve this problem. Some examples and special cases are discussed.
Keywords :
fractional calculus , Hill–Yosida theorem , Generating densities , stable distributions
Journal title :
Applied Mathematics Letters
Journal title :
Applied Mathematics Letters