dc.creatorSaa A.
dc.creatorVenegeroles R.
dc.date2011
dc.date2015-06-30T20:18:31Z
dc.date2015-11-26T14:47:58Z
dc.date2015-06-30T20:18:31Z
dc.date2015-11-26T14:47:58Z
dc.date.accessioned2018-03-28T21:58:39Z
dc.date.available2018-03-28T21:58:39Z
dc.identifier
dc.identifierPhysical Review E - Statistical, Nonlinear, And Soft Matter Physics. , v. 84, n. 2, p. - , 2011.
dc.identifier15393755
dc.identifier10.1103/PhysRevE.84.026702
dc.identifierhttp://www.scopus.com/inward/record.url?eid=2-s2.0-80051653323&partnerID=40&md5=360d230d4894f1c613152b64cfb1817f
dc.identifierhttp://www.repositorio.unicamp.br/handle/REPOSIP/107526
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/107526
dc.identifier2-s2.0-80051653323
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1253473
dc.descriptionWe consider here the recently proposed closed-form formula in terms of the Meijer G functions for the probability density functions gα(x) of one-sided Lévy stable distributions with rational index α=l/k, with 0<α<1. Since one-sided Lévy and Mittag-Leffler distributions are known to be related, this formula could also be useful for calculating the probability density functions ρα(x) of the latter. We show, however, that the formula is computationally inviable for fractions with large denominators, being unpractical even for some modest values of l and k. We present a fast and accurate numerical scheme, based on an early integral representation due to Mikusinski, for the evaluation of g α(x) and ρα(x), their cumulative distribution function, and their derivatives for any real index α(0,1). As an application, we explore some properties of these probability density functions. In particular, we determine the location and value of their maxima as functions of the index α. We show that α 0.567 and 0.605 correspond, respectively, to the one-sided Lévy and Mittag-Leffler distributions with shortest maxima. We close by discussing how our results can elucidate some recently described dynamical behavior of intermittent systems. © 2011 American Physical Society.
dc.description84
dc.description2
dc.description
dc.description
dc.descriptionAlbeverio, S., Casati, G., Merlini, D., (1986) Stochastic Processes in Classical and Quantum Systems, , eds., Springer, Berlin
dc.descriptionShlesinger, M.F., Zaslavsky, G.M., Frisch, U., (1995) Lévy Flights and Related Topics in Physics, , eds. Springer, Berlin
dc.descriptionBarndorff-Nielsen, O.E., Mikosch, T., Resnick, S.I., (2001) Levy Processes: Theory and Applications, , eds., Birkhäuser, Boston
dc.descriptionBardou, F., Bouchaud, J.-P., Aspect, A., Cohen-Tannoudji, C., (2002) Lévy Statistics and Laser Cooling, , Cambridge University Press, Cambridge, England
dc.descriptionPenson, K.A., Górska, K., (2010) Phys. Rev. Lett., 105, p. 210604. , PRLTAO 0031-9007 10.1103/PhysRevLett.105.210604
dc.descriptionBarkai, E., (2001) Phys. Rev. e, 63, p. 046118. , PLEEE8 1539-3755 10.1103/PhysRevE.63.046118
dc.descriptionhttp://library.wolfram.com/infocenter/MathSource/4377/http://math.bu.edu/people/mveillet/html/alphastablepub.htmlPrudnikov, A.P., Brychkov, A., Marichev, O.I., (1998) Integrals and Series, , Namely, formula 2.2.1.19 in, Yu., Gordon and Breach, Amsterdam
dc.descriptionOlver, F.W.J., (2010) NIST Handbook of Mathematical Functions, , Cambridge University Press, New York
dc.descriptionFeller, W., (1971) An Introduction to Probability Theory and Its Applications Vol. II, , Wiley, New York
dc.descriptionMikusinski, J., (1959) Stud. Math., 18, p. 191
dc.descriptionWest, B.J., Grigolini, P., Metzler, R., Nonnenmacher, T.F., (1997) Phys. Rev. e, 55, p. 99. , PLEEE8 1539-3755 10.1103/PhysRevE.55.99
dc.descriptionMainardi, F., Paradisi, P., Gorenflo, R., preprint arXiv: 0704.0320Nolan, J.P., (1997) Commun. Statist.-Stochastic Models, 13, p. 759. , PRLTAO 1532-6349 10.1080/15326349708807450
dc.descriptionhttp://academic2.american.edu/~jpnolan/stable/stable.htmlhttp://www.netlib.org/slatec/guidehttp://vigo.ime.unicamp.br/distrKorabel, N., Barkai, E., (2009) Phys. Rev. Lett., 102, p. 050601. , PRLTAO 0031-9007 10.1103/PhysRevLett.102.050601
dc.descriptionKorabel, N., Barkai, E., (2010) Phys. Rev. e, 82, p. 016209. , PLEEE8 1539-3755 10.1103/PhysRevE.82.016209
dc.descriptionAaronson, J., (1997) An Introduction to Infinite Ergodic Theory, , American Mathematical Society, Providence, RI
dc.descriptionAkimoto, T., Aizawa, Y., (2007) J. Korean Phys. Soc., 50, p. 254. , KPSJAS 0374-4884 10.3938/jkps.50.254
dc.languageen
dc.publisher
dc.relationPhysical Review E - Statistical, Nonlinear, and Soft Matter Physics
dc.rightsaberto
dc.sourceScopus
dc.titleAlternative Numerical Computation Of One-sided Lévy And Mittag-leffler Distributions
dc.typeArtículos de revistas


Este ítem pertenece a la siguiente institución