On the bell-shape of stable densities

DOI10.1214/aop/1176993386zbMath0544.60024OpenAlexW2013915547MaRDI QIDQ796890

Wolfgang Gawronski

Publication date: 1984

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993386

zbMATH Keywords

Hermite polynomialsstable densities

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Zeros of polynomials, rational functions, and other analytic functions of one complex variable (e.g., zeros of functions with bounded Dirichlet integral) (30C15) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38)

Related Items (15)

First exit time of a Lévy flight from a bounded region in ℝ^N ⋮ Regularity and Strict Positivity of Densities for the Nonlinear Stochastic Heat Equation ⋮ Characterisation of the class of bell-shaped functions ⋮ Bell-shaped sequences ⋮ Parameterizations and modes of stable distributions ⋮ The tail behaviour of a random sum of subexponential random variables and vectors ⋮ Recurrence and transience criteria for two cases of stable-like Markov chains ⋮ Asymptotic expansions for dervatives of stable laws ⋮ Total positivity in stable semigroups ⋮ Tailoring the Gaussian Law for Excess Kurtosis and Skewness by Hermite Polynomials ⋮ Multiplicative strong unimodality for positive stable laws ⋮ Convergence of the Gram-Charlier expansion after the normalizing Box-Cox transformation ⋮ Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation ⋮ A new class of bell-shaped functions ⋮ Positive stable densities and the bell-shape

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