Year: 2026
Type: preprint
Abstract: We derive representation-free densities of ratios of the positive stable random variable and obtain their Laplace/Stieltjes transforms. We state representation-free densities of occupation times (Lamperti, 1958) and Bessel process excursions (Bertoin et al., 2006) and their transforms. We also obtain simple representations of these and other densities using a known infinite series representation of the stable density.
Source: arXiv (Cornell University)
Authors: Sibisi, Nomvelo Karabo, Sibisi, Sibusiso
Institution: University of Cape Town
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7214047095