TL;DR
This paper provides explicit formulas and examples for stable distributions and their convergence, serving as a practical reference despite not presenting new theoretical results.
Contribution
It offers a collection of explicit calculations and examples for stable distributions, enhancing accessibility and reference utility.
Findings
Explicit formulas for stable distributions
Examples illustrating convergence to stable laws
Reference compilation for researchers
Abstract
We give some explicit calculations for stable distributions and convergence to them, mainly based on less explicit results in Feller (1971). The main purpose is to provide ourselves with easy reference to explicit formulas and examples. (There are probably no new results.)
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Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics · Mathematical Dynamics and Fractals