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 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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