Truncated fractional moments of stable laws
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🧮 math.PR
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stablefractionalgivenmomentstruncatedalphaarosecase
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Expressions are given for the truncated fractional moments $E X_+^p$ of a general stable law. These involve families of special functions that arose out of the study of multivariate stable densities and probabilities. As a particular case, an expression is given for $E(X-a)_+$ when $\alpha > 1$.
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