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We derive the representative Bernstein measure of the density of (X )− /(1− ), 0 < < 1, where X is a positive stable random variable, as a Fox-H function. Our result makes more explicit...
The domain of attraction of stable laws and extreme order statistics
domain of attraction stable laws extreme order statistics
2009/9/23
The domain of attraction of stable laws and extreme order statistics。
Remarks on the positivity of densities of stable laws
Remarks the positivity of densities stable laws
2009/9/23
Remarks on the positivity of densities of stable laws。
In certain cases partial sums of i.i.d. random variables
with finite variance are better approximated by a sequence of stable
distributions with indices a, +2 than by a normal distribution. We
disc...
Measure Concentration for Stable Laws with Index Close to 2
Concentration of measure stable distribution
2009/4/24
We give upper bounds for the probability $P(|f(X)-Ef(X)|>x)$, where $X$ is a stable random variable with index close to 2 and $f$ is a Lipschitz function. While the optimal upper bound is known to be ...
Measure Concentration for Stable Laws with Index Close to 2
Measure Concentration Stable Laws Index
2009/4/7
We give upper bounds for the probability $P(|f(X)-Ef(X)|>x)$, where $X$ is a stable random variable with index close to 2 and $f$ is a Lipschitz function. While the optimal upper bound is known to be ...