Kanter random variable and positive free stable distributions
نویسندگان
چکیده
منابع مشابه
Kanter Random Variable and Positive Free Stable Dis- Tributions
We derive the representative Bernstein measure of the density of (Xα), 0 < α < 1, where Xα is a positive stable random variable, as a Fox-H function. Up to a factor, this measure describes the law of some function aα of a uniform random variable U on (0,π). The distribution function of a1−α(U) is then expressed through a H-function and is used to describe more explicitly the density of the anal...
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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2011
ISSN: 1083-589X
DOI: 10.1214/ecp.v16-1608