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July, 1988 Asymptotic Forms for the Derivatives of One-Sided Stable Laws
Wolfgang Gawronski
Ann. Probab. 16(3): 1348-1364 (July, 1988). DOI: 10.1214/aop/1176991695
Abstract

For the derivatives $f^{(k)}_\alpha(x)$ of the one-sided stable density of index $\alpha \in (0, 1)$ asymptotic formulas are computed as $k \rightarrow \infty$ thereby exhibiting the detailed analytic structure for large orders of derivatives. The results extend those for the well-known case $\alpha = \frac{1}{2}$ which may be expressed in terms of Laguerre polynomials (formulas of Plancherel-Rotach type).

Gawronski: Asymptotic Forms for the Derivatives of One-Sided Stable Laws
Copyright © 1988 Institute of Mathematical Statistics
Wolfgang Gawronski "Asymptotic Forms for the Derivatives of One-Sided Stable Laws," The Annals of Probability 16(3), 1348-1364, (July, 1988). https://doi.org/10.1214/aop/1176991695
Published: July, 1988
Vol.16 • No. 3 • July, 1988
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