Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1708456 | Applied Mathematics Letters | 2013 | 6 Pages |
Abstract
The probability density function of multivariate stable distributions only applies to special accessible cases. Consequently, because of the absence of an explicit solution for their probability distribution function, applications have been limited. In this paper, we present an analytic method for generating densities to resolve this problem. Some examples and special cases are discussed.
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Hassan Fallahgoul, S.M. Hashemiparast, Frank J. Fabozzi, Young Shin Kim,