Exact and explicit probability densities for one-sided Levy stable distributions
Statistical Mechanics
2011-01-06 v3 Probability
Abstract
We study functions g_{\alpha}(x) which are one-sided, heavy-tailed Levy stable probability distributions of index \alpha, 0< \alpha <1, of fundamental importance in random systems, for anomalous diffusion and fractional kinetics. We furnish exact and explicit expression for g_{\alpha}(x), 0 \leq x < \infty, satisfying \int_{0}^{\infty} exp(-p x) g_{\alpha}(x) dx = exp(-p^{\alpha}), p>0, for all \alpha = l/k < 1, with k and l positive integers. We reproduce all the known results given by k\leq 4 and present many new exact solutions for k > 4, all expressed in terms of known functions. This will allow a 'fine-tuning' of \alpha in order to adapt g_{\alpha}(x) to a given experimental situation.
Cite
@article{arxiv.1007.0193,
title = {Exact and explicit probability densities for one-sided Levy stable distributions},
author = {K. A. Penson and K. Gorska},
journal= {arXiv preprint arXiv:1007.0193},
year = {2011}
}
Comments
4 pages, 3 figures and 1 table