Preview

Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika

Advanced search
Open Access Open Access  Restricted Access Subscription Access

Estimation of the remainder term in the expansion of the stable law for extreme values of the asymmetry parameter

https://doi.org/10.26907/0021-3446-2025-11-48-69

Abstract

The paper examines the expansion of the strictly stable law for x ^ 0 and x ^ x in the case of extreme values of the asymmetry parameter. Asymptotic expansions of the probability density and distribution functions are obtained, as well as estimates of the residual terms of these expansions. Based on the obtained estimates of the residual terms, a criterion is presented that allows determining the coordinate region within which it is possible to use these asymptotic expansions. The presented calculations confirm the validity of the obtained expressions.

About the Author

V. V. Saenko
Ulyanovsk State University
Russian Federation

Viacheslav V. Saenko

42 L. Tolstoy str., Ulyanovsk, 432017



References

1. Pollard H. The representation of mathrm{e}mathrm{x}mathrm{p}( - x lambda ) as a Laplace integral, Bull. Amer. Math. Soc. 52 (10), 908–910 (1946), DOI: 10.1090/S0002-9904-1946-08672-3.

2. Bergstr¨om H. On some expansions of stable distribution functions, Arkiv Matem. 2 (4), 375–378 (1952), DOI: doi.org/10.1007/BF02591503.

3. Schneider W. R. Stable distributions: Fox function representation and generalization, Stoch. Proc. Class. Quant. Syst. 262, 497–511, ed. by Albeverio S., Casati G., Merlini D. (Springer Berlin Heidelberg, Berlin, 1986), DOI: 10.1007/3540171665_92.

4. Feller W. An Introduction to Probability Theory and Its Applications, V. 2 (John Weley & Sons inc, New York, 1971).

5. Золотарев В.М. Одномерные устойчивые распределения (Наука, М., 1983).

6. Uchaikin V.V. Zolotarev V.M. Chance and stability. Stable Distributions and their Applications (VSP, Utrecht, 1999).

7. Ament S., O’Neil M. Accurate and efficient numerical calculation of stable densities via optimized quadrature and asymptotics, Stat. Comput. 28 (1), 171–185 (2018), DOI: 10.1007/s11222-017-9725-y.

8. Saenko V.V. The calculation of the probability density and distribution function of a strictly stable law in the vicinity of zero, Mathematics 10 (20), article 3861 (2022), DOI: 10.3390/math10203861.

9. Saenko V.V. The calculation of the density and distribution functions of strictly stable laws, Mathematics 8 (5), article 775 (2020), DOI: 10.3390/math8050775.

10. Евграфов М.А. Асимптотические оценки и целые функции (Гостехиздат, М., 1957).

11. Федорюк М.В. Асимптотика: Интегралы и ряды (Наука, М., 1987).

12. Saenko V.V. Integral Representation of the Fractional Stable Density, J. Math. Sci. 248 (1), 51–66 (2020), DOI: 10.1007/s10958-020-04855-5.

13. Градштейн И.С., Рыжик И.М. Таблицы интегралов, сумм, рядов и произведений (Физматгиз, М., 1963).

14. Riordan J. An Intoduction to Combinatorial Analysis (John Wiley & Sons, Inc., New York, 1958).

15. Comtet L. Advanced Combinatorics. The Art of Finite and Infinite Expansions (D. Reidel Publ. Company, 1974).


Review

For citations:


Saenko V.V. Estimation of the remainder term in the expansion of the stable law for extreme values of the asymmetry parameter. Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika. 2025;(11):48-69. (In Russ.) https://doi.org/10.26907/0021-3446-2025-11-48-69

Views: 52


ISSN 0021-3446 (Print)
ISSN 2076-4626 (Online)