Analytic and asymptotic properties of multivariate generalized Linnik's probability densities

DOI10.1007/S00041-009-9097-6zbMATH Open1202.60028arXiv0903.5344OpenAlexW2964122895MaRDI QIDQ1958520FDOQ1958520

Yanyan Li

Publication date: 4 October 2010

Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)

Abstract: This paper studies the properties of the probability density function $p_{alpha,u,n}(mathbfx)$ of the $n$-variate generalized Linnik distribution whose characteristic function $$ is given by varphi_{alpha,

u,n}(�oldsymbol{t})=frac{1} {(1+Vert�oldsymbol{t}Vert^{alpha})^{ u}}, alphain (0,2],

u>0, �oldsymbol{t}in mathbb{R}^n, where $$ is the Euclidean norm of $$. Integral representations of $p_{alpha,u,n}(mathbfx)$ are obtained and used to derive the asymptotic expansions of $p_{alpha,u,n}(mathbfx)$ when $VertmathbfxVerto0$ and $VertmathbfxVertoinfty$ respectively. It is shown that under certain conditions which are arithmetic in nature, $p_{alpha,u,n}(mathbfx)$ can be represented in terms of entire functions.

Full work available at URL: https://arxiv.org/abs/0903.5344

zbMATH Keywords

characteristic functionasymptotic behaviorentire functionsLiouville numbersmultivariate generalized Linnik distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10)

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