| Título: | A convergent series representation for the density of the supremum of a stable process |
| Autores: |
Hubalek, Friedrich; Vienna University of Technology Kuznetsov, Alexey; York University |
| Fecha: | 2011-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
stable processes, supremum, Mellin transform, double Gamma function, Liouville numbers, continued fractions 60G52 |
| Descripción: | We study the density of the supremum of a strictly stable Levy process. We prove that for almost all values of the index $\alpha$ - except for a dense set of Lebesgue measure zero - the asymptotic series which were obtained in Kuznetsov (2010) "On extrema of stable processes" are in fact absolutely convergent series representations for the density of the supremum. |
| Idioma: | No aplica |
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