An analytical representation of bivariate isotropic stable density

DOI10.22124/JMM.2025.28746.2649MaRDI QIDQ6899132zbMATH OpenFDO

Authors Hossein Kazemzadeh Gharechopogh, Adel Mohammadpour

Publication date 17 November 2025

Published in Journal of Mathematical Modeling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.22124/JMM.2025.28746.2649

zbMATH Keywords

analytical representationbivariate isotropic stable densitycharacteristic functionnumerical computation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

Cites work

• A SIMULATION METHOD FOR LOG-FRACTIONAL STABLE MOTION
• Approximation of multidimensional stable densities
• Calculation of multidimensional stable densities
• scientific article; zbMATH DE number 3947305 (Why is no real title available?)
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• Measure Theory and Probability Theory
• Modelling tail risk with tempered stable distributions: an overview
• Multivariate elliptically contoured stable distributions: theory and estimation
• Some analytical results on bivariate stable distributions with an application in operational risk

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