Truncated fractional moments of stable laws
Copyright policy )Truncated fractional moments of stable laws
Expressions are given for the truncated fractional moments $E X_+^p$ of a general stable law. These involve families of special functions that arose out of the study of multivariate stable densities and probabilities. As a particular case, an expression is given for $E(X-a)_+$ when $α> 1$.
- American University United States
truncated moments, Characteristic functions; other transforms, stable distribution, 60E07, Probability (math.PR), FOS: Mathematics, Infinitely divisible distributions; stable distributions, fractional moments, Mathematics - Probability
truncated moments, Characteristic functions; other transforms, stable distribution, 60E07, Probability (math.PR), FOS: Mathematics, Infinitely divisible distributions; stable distributions, fractional moments, Mathematics - Probability
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).2 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Average influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Average impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Average
Citations provided by BIP!Popularity provided by BIP!