English

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 f(x)f(x), denoted by L[f(x);p]  F(p)=0epxf(x)dx\mathcal{L}[f(x); p]~\equiv~F(p)=\int_{0}^{\infty} e^{-p x} f(x) dx with Re(p)>0{\rm \mathfrak{Re}}(p) > 0. For 0<α<10 < \alpha < 1 we furnish the closed form expressions for the inverse Laplace transforms L1[F(pα);x]\mathcal{L}^{-1}[F(p^{\alpha}); x] and L1[pα1F(pα);x]\mathcal{L}^{-1}[p^{\alpha-1}F(p^{\alpha}); x]. In both cases they involve definite integration with kernels which are appropriately rescaled one-sided L\'{e}vy stable probability distribution functions gα(x)g_{\alpha}(x), 0<α<10 < \alpha < 1, x>0x > 0. Since gα(x)g_{\alpha}(x) are exactly and explicitly known for rational α\alpha, \textit{i.e.} for α=l/k\alpha = l/k with l,k=1,2,l, k=1, 2, \ldots, l<kl < k, our results extend the known and tabulated case of α=1/2\alpha = 1/2 to any rational 0<α<10 < \alpha < 1. We examine the integral kernels of this procedure as well as the resulting two kinds of L\'{e}vy integral transformations.

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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}
}