This article is cited in 14 papers

Short Communications

Stable densities

J. Hoffman-Jørgensen

Matematisk Institut, Århus, Denmark

Abstract: This paper shows that a uniform expression is possible for stable densities (in all cases except $p=1$, $\gamma=0$, (see (1)) in terms of the incomplete hypergeometric function ${}_1G_0(\alpha,\beta,z)$ defined by (8).

Keywords: stable distributions and their densities, Mellin transform, incomplete hypergeometric functions.

Received: 03.12.1992

 English version: Theory of Probability and its Applications, 1993, 38:2, 350–355

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