Abstract
The problem of calculating the probability density and distribution function of a strictly stable law is considered at x→0. The expansions of these values into power series were obtained to solve this problem. It was shown that in the case α<1, the obtained series were asymptotic at x→0; in the case α>1, they were convergent; and in the case α=1 in the domain |x|<1, these series converged to an asymmetric Cauchy distribution. It has been shown that at x→0 the obtained expansions can be successfully used to calculate the probability density and distribution function of strictly stable laws.
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 callDisclaimer: 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.
