English

Levy stable distributions via associated integral transform

Mathematical Physics 2015-06-04 v2 Statistical Mechanics math.MP

Abstract

We present a method of generation of exact and explicit forms of one-sided, heavy-tailed Levy stable probability distributions g_{\alpha}(x), 0 \leq x < \infty, 0 < \alpha < 1. We demonstrate that the knowledge of one such a distribution g_{\alpha}(x) suffices to obtain exactly g_{\alpha^{p}}(x), p=2, 3,... Similarly, from known g_{\alpha}(x) and g_{\beta}(x), 0 < \alpha, \beta < 1, we obtain g_{\alpha \beta}(x). The method is based on the construction of the integral operator, called Levy transform, which implements the above operations. For \alpha rational, \alpha = l/k with l < k, we reproduce in this manner many of the recently obtained exact results for g_{l/k}(x). This approach can be also recast as an application of the Efros theorem for generalized Laplace convolutions. It relies solely on efficient definite integration.

Cite

@article{arxiv.1202.1789,
  title  = {Levy stable distributions via associated integral transform},
  author = {K. Gorska and K. A. Penson},
  journal= {arXiv preprint arXiv:1202.1789},
  year   = {2015}
}

Comments

12 pages, typos removed, references added

R2 v1 2026-06-21T20:16:43.382Z