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

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)

Document Details

Document Type
Technical Report
Publication Date
May 01, 1971
Accession Number
AD0725097

Entities

People

  • Bert Fristedt

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Bessel Functions
  • Complex Variables
  • Functions (Mathematics)
  • Inversion
  • Mathematical Analysis

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Linear Algebra

Technology Areas

  • Space