Analytic and asymptotic properties of generalized Linnik probability densities

Date
1998-01-15
Authors
Erdogan, M. B.
Ostrovskii, I. V.
Advisor
Instructor
Source Title
Journal of Mathematical Analysis and Applications
Print ISSN
0022-247X
Electronic ISSN
1096-0813
Publisher
Elsevier
Volume
217
Issue
6
Pages
555 - 578
Language
English
Type
Article
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Volume Title
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.

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Published Version (Please cite this version)