bibtype |
V -
Research Report
|
ARLID |
0364759 |
utime |
20240103195557.3 |
mtime |
20111101235959.9 |
title
(primary) (eng) |
Stable distributions: On densities |
publisher |
place |
Praha |
name |
ÚTIA AV ČR |
pub_time |
2011 |
|
specification |
|
edition |
name |
Research Report |
volume_id |
2307 |
|
keyword |
stable distribution |
keyword |
integral representation |
keyword |
Infinitely divisible distribution |
author
(primary) |
ARLID |
cav_un_auth*0264011 |
name1 |
Karlová |
name2 |
Andrea |
full_dept (cz) |
Stochastická informatika |
full_dept (eng) |
Department of Stochastic Informatics |
department (cz) |
SI |
department (eng) |
SI |
institution |
UTIA-B |
fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
source |
|
cas_special |
research |
CEZ:AV0Z10750506 |
abstract
(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. |
reportyear |
2012 |
RIV |
BA |
num_of_auth |
1 |
mrcbC52 |
4 O 4o 20231122134659.9 |
permalink |
http://hdl.handle.net/11104/0200152 |
arlyear |
2011 |
mrcbTft |
\nSoubory v repozitáři: 0364759.pdf |
mrcbU10 |
2011 |
mrcbU10 |
Praha ÚTIA AV ČR |
|