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arxiv: 1412.2809 · v1 · pith:KQLCGFZ6new · submitted 2014-12-08 · 🧮 math.PR

On Distribution of Product of Stable Laws

classification 🧮 math.PR
keywords stablechoicedensitiesdistributionh-functionslawsparametersparticular
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We derive the probability distribution of product of two independent random variables, each distributed according the one-dimensional stable law. We represent the density by its power series and its asymptotic expansions. As Fox's H-functions with a particular choice of parameters well describe the densities of stable laws, we discuss the choice of parameters for Fox's H-function such that it matches the derived densities. As a consequence, we give representations of these particular Fox's H-functions in terms of its power series.

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