On the properties of Laplace transform originating from one-sided L\'evy stable laws
Mathematical Physics
2016-01-12 v2 Statistical Mechanics
math.MP
Abstract
We consider the conventional Laplace transform of , denoted by with . For we furnish the closed form expressions for the inverse Laplace transforms and . In both cases they involve definite integration with kernels which are appropriately rescaled one-sided L\'{e}vy stable probability distribution functions , , . Since are exactly and explicitly known for rational , \textit{i.e.} for with , , our results extend the known and tabulated case of to any rational . We examine the integral kernels of this procedure as well as the resulting two kinds of L\'{e}vy integral transformations.
Keywords
Cite
@article{arxiv.1406.3802,
title = {On the properties of Laplace transform originating from one-sided L\'evy stable laws},
author = {K. A. Penson and K. Górska},
journal= {arXiv preprint arXiv:1406.3802},
year = {2016}
}