Truncated fractional moments of stable laws
Probability
2017-09-06 v1
Abstract
Expressions are given for the truncated fractional moments of a general stable law. These involve families of special functions that arose out of the study of multivariate stable densities and probabilities. As a particular case, an expression is given for when .
Keywords
Cite
@article{arxiv.1709.01210,
title = {Truncated fractional moments of stable laws},
author = {John P. Nolan},
journal= {arXiv preprint arXiv:1709.01210},
year = {2017}
}