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Integral Representation of the Fractional Stable Density

Authors :
V. V. Saenko
Source :
Journal of Mathematical Sciences. 248:51-66
Publication Year :
2020
Publisher :
Springer Science and Business Media LLC, 2020.

Abstract

This article studies the properties of the characteristic function of fractional stable distribution expressed through the Mittag-Leffler function. It is shown that the existing integral expression for the Mittag-Leffler function is incorrect, and the corrected integral expression is given. New properties of the characteristic function of the fractional stable law are obtained that make it possible to perform the inverse Fourier transformation. As a result, the integral representations are obtained for the density and distribution function of the fractional stable law. Some properties of these representations are studied, and the results of numerical calculations for the probability density and distribution function are presented.

Details

ISSN :
15738795 and 10723374
Volume :
248
Database :
OpenAIRE
Journal :
Journal of Mathematical Sciences
Accession number :
edsair.doi...........c3160bb6d621857eabb46abd222598e3
Full Text :
https://doi.org/10.1007/s10958-020-04855-5