On the Laplace transform of the Fréchet distribution
We calculate exactly the Laplace transform of the Fréchet distribution in the form γx−(1 + γ)exp (−x−γ), γ > 0, 0 ≤ x < ∞, for arbitrary rational values of the shape parameter γ, i.e. for γ = l/k with l, k = 1, 2, …. The method employs the inverse Mellin transform. The closed form expressions...
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Veröffentlicht in: | Journal of mathematical physics 2014-09, Vol.55 (9), p.1 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | We calculate exactly the Laplace transform of the Fréchet distribution in the form γx−(1 + γ)exp (−x−γ), γ > 0, 0 ≤ x < ∞, for arbitrary rational values of the shape parameter γ, i.e. for γ = l/k with l, k = 1, 2, …. The method employs the inverse Mellin transform. The closed form expressions are obtained in terms of Meijer G functions and their graphical illustrations are provided. A rescaled Fréchet distribution serves as a kernel of Fréchet integral transform. It turns out that the Fréchet transform of one-sided Lévy law reproduces the Fréchet distribution. |
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ISSN: | 0022-2488 1089-7658 |
DOI: | 10.1063/1.4893338 |