Asymptotic expansions for derivatives of stable laws
Identifieur interne : 001571 ( Istex/Checkpoint ); précédent : 001570; suivant : 001572Asymptotic expansions for derivatives of stable laws
Auteurs : M. Wiessner [Allemagne]Source :
- Periodica Mathematica Hungarica [ 0031-5303 ] ; 1990-12-01.
Abstract
Abstract: For the derivativesp (k)(x; α, γ) of the stable density of index α asymptotic formulae (of Plancherel Rotach type) are computed ask→∞ thereby exhibiting the detailed analytic structure for large orders of derivatives. Generalizing known results for the special case of the one-sided stable laws (O<α<1, γ=-α) the whole range for the index of stability and the asymmetry parameter γ is covered.
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DOI: 10.1007/BF02352693
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