Extrema of skewed stable processes
نویسندگان
چکیده
منابع مشابه
Precise tabulation of the maximally-skewed stable distributions and densities
The cdf and pdf of the maximally skewed (/~ = 1) stable distributions are tabulated to high precision, by means of Zolotarev's integral representation, for ct = 0.50 (0.02) 2.00, at fractiles corresponding to p = 0.0001, 0.001, 0.005, 0.01 (0.01) 0.99, 0.995, 0.999, 0.9999. This tabulation is intended to be suitable for developing and calibrating a numerical approximation to these distributions...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1988
ISSN: 0304-4149
DOI: 10.1016/0304-4149(88)90074-9