Spherical harmonic analysis for multivariate stable distributions
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Abstract: Series representations consisting of spherical harmonics are obtained for characteristic exponents and probability density functions of multivariate stable distributions under various conditions. A esult potentially applicable in a practical setting is that for any distribution with stability index not equal to 1 and with a polynomial spectral spherical density, the series representation converges absolutely with all terms being calculable in closed form. Asymptotic expansions consisting of spherical harmonics are also considered for probability density functions.
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