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Bibliografie

Research Report

Stable distributions: On densities

Karlová Andrea

: ÚTIA AV ČR, (Praha 2011)

: Research Report 2307

: CEZ:AV0Z10750506

: stable distribution, integral representation, Infinitely divisible distribution

: http://library.utia.cas.cz/separaty/2011/SI/karlova-stable distributions on densities.pdf

(eng): William Feller stated that densitites of stable distributions are probably not known. V.M. Zolotarev spent a lot of eort on deriving aproximative formulas via series expansions and integral representations for stable densities. In this report we investigate derivation of stable densities and stable distribution function. We further investigate relation between stable distribution functions and incomplete gamma functions.

: BA

07.01.2019 - 08:39