On tails of symmetric and totally asymmetric $\alpha$-stable distributions
Probability
2020-11-30 v3
Abstract
We estimate up to universal constants tails of symmetric and totally asymmetric 1-dimensional -stable distributions in terms of functions of the parameters of these distributions. In particular, for values of close to we specify where exactly the tail changes from being Gaussian and starts to behave like in the Pareto distribution
Cite
@article{arxiv.1802.00612,
title = {On tails of symmetric and totally asymmetric $\alpha$-stable distributions},
author = {Witold M. Bednorz and Rafał M. Łochowski and Rafał Martynek},
journal= {arXiv preprint arXiv:1802.00612},
year = {2020}
}