The exact distribution of the sum of stable random variables

DOI10.1016/j.cam.2018.09.044zbMath1409.62046OpenAlexW2895566928MaRDI QIDQ1713100

Stephen Chan, Saralees Nadarajah

Publication date: 24 January 2019

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2018.09.044

zbMATH Keywords

characteristic functionmultivariate \(H\) function

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

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Uses Software

• Mathematica
• R

Cites Work

• Bivariate distributions and the multivariable H-function
• Stable random variables: convolution and reliability
• Solutions of the Fractional Reaction Equation and the Fractional Diffusion Equation
• The G and H Functions as Symmetrical Fourier Kernels
• Unnamed Item

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