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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1994 Volume 39, Issue 2, Pages 429–437 (Mi tvp3812)

This article is cited in 27 papers

Short Communications

On representation of densities of stable laws by special functions

V. M. Zolotarev

Steklov Mathematical Institute, Russian Academy of Sciences

Abstract: A representation of the density of a one-dimensional strongly stable law via Meijer's $G$-functions is obtained. The paper also considers the expressions of integral transforms with Euler kernels of these densities in terms of $G$-functions which make it possible to obtain representations of distribution functions of strongly stable laws with rational parameters. Some examples are given of representations of densities of multivariate spherically symmetric stable laws in terms of Meijer functions.

Keywords: one-dimensional strongly stable laws, multivariate spherically symmetric stable distributions, higher transcendental functions, generalized hypergeometrical series, Meijer's $G$-functions.

Received: 21.11.1993


 English version:
Theory of Probability and its Applications, 1994, 39:2, 354–362

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