Jung Hun Han. One-sided Levy stable distribution


Natural Sciences / Mathematics / Statistics

Submitted on: Jul 09, 2012, 04:27:06

Description: In this paper, we show new representations of one-sided Levy stable distributions for irrational Levy indices of the type (p/q)^(l2/l1) which are not covered in [8] : for rational Levy indices. Furthermore, other equivalent representations for a distribution of a rational Levy index is described. We also give a simplest proof for the formulae which cover the cases for rational Levy indices. Finally we introduce the concepts of Levy smashing and Levy-smashed gamma stochastic processes.

The abstract of this article has been published in the "Intellectual Archive Bulletin" , July 2012, ISSN 1929-1329.

The full-text article has been published in the "IntellectualArchive" journal , Vol.1, Num.3, July 2012, ISSN 1929-4700.

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levy-stable_distribution.jung-hun-han.pdf



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