Analytic and asymptotic properties of generalized Linnik probability densities

Abstract

This paper studies the properties of the probability density function pα,ν,n(x) of the n-variate generalized Linnik distribution whose characteristic function φα,ν,n(t) is given by where {norm of matrix}t{norm of matrix} is the Euclidean norm of t ∈ ℝn. Integral representations of pα,ν,n(x) are obtained and used to derive the asymptotic expansions of pα,ν,n(x) when {norm of matrix}x{norm of matrix}→0 and {norm of matrix}x{norm of matrix}→∞ respectively. It is shown that under certain conditions which are arithmetic in nature, pα,ν,n(x) can be represented in terms of entire functions. © 2009 Birkhäuser Boston.