Faculty of Mathematics and Computer Science, Amirkabir University of Technology
10.22124/jmm.2025.28746.2649
Abstract
Stable random vectors are characterized by their characteristic functions. The multivariate stable density and distribution functions generally do not have an analytic form. A few numerical methods have been developed to compute density functions of parametric stable random vectors. However, they have some limitations in terms of the range of the tail index. In this work, via the inversion formula, we present a new analytical representation of the density function of a bivariate isotropic stable random vector. We show that the analytical representation can be reduced to a closed form at the origin.
Kazemzadeh Gharechopogh, H. and Mohammadpour, A. (2025). An analytical representation of bivariate isotropic stable density. Journal of Mathematical Modeling, 13(3), 563-572. doi: 10.22124/jmm.2025.28746.2649
MLA
Kazemzadeh Gharechopogh, H. , and Mohammadpour, A. . "An analytical representation of bivariate isotropic stable density", Journal of Mathematical Modeling, 13, 3, 2025, 563-572. doi: 10.22124/jmm.2025.28746.2649
HARVARD
Kazemzadeh Gharechopogh, H., Mohammadpour, A. (2025). 'An analytical representation of bivariate isotropic stable density', Journal of Mathematical Modeling, 13(3), pp. 563-572. doi: 10.22124/jmm.2025.28746.2649
CHICAGO
H. Kazemzadeh Gharechopogh and A. Mohammadpour, "An analytical representation of bivariate isotropic stable density," Journal of Mathematical Modeling, 13 3 (2025): 563-572, doi: 10.22124/jmm.2025.28746.2649
VANCOUVER
Kazemzadeh Gharechopogh, H., Mohammadpour, A. An analytical representation of bivariate isotropic stable density. Journal of Mathematical Modeling, 2025; 13(3): 563-572. doi: 10.22124/jmm.2025.28746.2649
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