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
Pages
6
From page
324
To page
329
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
Serial Year
2013
Journal title
Applied Mathematics Letters
Record number
1528892
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