Special functions, infinite divisibility and transcendental equations
Copyright policy )Special functions, infinite divisibility and transcendental equations
AbstractWe establish integral representations for quotients of Tricomi ψ functions and of several quotients of modified Bessel functions and of linear combinations of them. These integral representations are used to prove the complete monotonicity of the functions considered and to prove the infinite divisibility of a three parameter probability distribution. Limiting cases of this distribution are the hitting time distributions considered recently by Kent and Wendel. We also derive explicit formulas for the Kent–Wendel probability density functions.
- University of Alberta Canada
- McMaster University Canada
Infinite Divisibility, Integral Representations, Infinitely divisible distributions; stable distributions, Hitting Time Distributions, Bessel and Airy functions, cylinder functions, \({}_0F_1\), Tricomi Phi Functions, Modified Bessel Functions
Infinite Divisibility, Integral Representations, Infinitely divisible distributions; stable distributions, Hitting Time Distributions, Bessel and Airy functions, cylinder functions, \({}_0F_1\), Tricomi Phi Functions, Modified Bessel Functions
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