Artículos de revistas
Alternative numerical computation of one-sided Levy and Mittag-Leffler distributions
Registro en:
Physical Review E. Amer Physical Soc, v. 84, n. 2, 2011.
1539-3755
WOS:000293560900013
10.1103/PhysRevE.84.026702
Autor
Saa, A
Venegeroles, R
Institución
Resumen
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) We consider here the recently proposed closed-form formula in terms of the Meijer G functions for the probability density functions g(alpha)(x) of one-sided Levy stable distributions with rational index alpha = l/k, with 0 < alpha < 1. Since one-sided Levy and Mittag-Leffler distributions are known to be related, this formula could also be useful for calculating the probability density functions rho(alpha) (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(alpha) (x) and rho(alpha) (x), their cumulative distribution function, and their derivatives for any real index alpha is an element of (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 alpha. We show that alpha approximate to 0.567 and 0.605 correspond, respectively, to the one-sided Levy and Mittag-Leffler distributions with shortest maxima. We close by discussing how our results can elucidate some recently described dynamical behavior of intermittent systems. 84 2 2 Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)