Abstract

Multivariate stable densities do not generally have explicit formula, but they can be specified indirectly by means of a spectral measure. Our main result gives an approximation that is used for numerical computation of these densities. We construct a discrete spectral measure, with explicit formulas for the number, location, and magnitudes of the atoms, that yields a stable density uniformly close to the original one. Sample graphs of two dimensional stable densities with dependence are given.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.