Integral and asymptotic representations of geo-stable densities
نویسندگان
چکیده
منابع مشابه
Integral representations of one-dimensional projections for multivariate stable densities
Abstract We consider the numerical evaluation of one dimensional projections of general multivariate stable densities introduced by Abdul-Hamid and Nolan (1998). In their approach higher order derivatives of one dimensional densities are used, which seem to be cumbersome in practice. Furthermore there are some difficulties for even dimensions. In order to overcome these difficulties we obtain t...
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ژورنال
عنوان ژورنال: Applied Mathematics Letters
سال: 1996
ISSN: 0893-9659
DOI: 10.1016/0893-9659(96)00091-2