Point regularity of p-stable density in Rd and Fisher information

• Autorzy: Lewandowski M.
• Języki publikacji: EN

Abstrakty

EN

In the paper we prove that the n-th directional derivative of a p-stable density f (x) in the direction a can be estimated by [formula], where 0 < u < 1, and C depends also on geometrical properties of the Lévy measure. This inequality helps us to calculate the Fisher information of stable measures.

Słowa kluczowe

EN

Lévy measure; Fisher information; stable measure

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 1999
• Tom: Vol. 19, Fasc. 2
• Strony: 375--388
• Opis fizyczny: Bibliogr. 10 poz.

Twórcy

autor

Lewandowski M.

• Institute of Mathematics, University of Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland

Bibliografia

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