English

One-sided L\'{e}vy stable distributions

Statistics Theory 2011-02-15 v1 Statistics Theory

Abstract

In this paper, we show new representations of one-sided L\'{e}vy stable distributions for irrational L\'{e}vy indices of the type (pq)l2l1\left(\frac{p}{q}\right)^{\frac{l_{2}}{l_{1}}} which are not covered in \cite{pg1} : for rational L\'{e}vy indices. Furthermore, other equivalent representations for a distribution of a rational L\'{e}vy index is described. We also give a simplest proof for the formulae which cover the cases for rational L\'{e}vy indices. Finally we introduce the concepts of L\'{e}vy smashing and L\'{e}vy-smashed gamma stochastic processes.

Keywords

Cite

@article{arxiv.1102.2713,
  title  = {One-sided L\'{e}vy stable distributions},
  author = {Jung Hun Han},
  journal= {arXiv preprint arXiv:1102.2713},
  year   = {2011}
}

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R2 v1 2026-06-21T17:25:45.611Z