Pregled bibliografske jedinice broj: 1183563
On the probability density function of the Hartman- Watson distribution
On the probability density function of the Hartman- Watson distribution // Mathematical communications, 27 (2022), 1; 101-107 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 1183563 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
On the probability density function of the Hartman-
Watson distribution
Autori
Poganj, Tibor ; Nadarajah, Saralees
Izvornik
Mathematical communications (1331-0623) 27
(2022), 1;
101-107
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Computable series representation ; Hartman-Watson distribution ; Laplace-Mellin transform ; Parabolic cylinder function
Sažetak
The Hartman-Watson distribution arises in many areas of applied probability. But its probability density function is difficult to compute. Recently, [13] gave the first two terms of its asymptotic expansion. Here, we derive the probability density function and a full asymptotic expansion in computable forms.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
NadSve-Sveučilište u Rijeci-uniri-pr-prirod-19-16 - Stohastičke metode u matematičkoj analizi (Krizmanić, Danijel, NadSve - UNIRI-plus projekti 2018) ( CroRIS)
Ustanove:
Pomorski fakultet, Rijeka
Profili:
Tibor Poganj
(autor)
Citiraj ovu publikaciju:
Časopis indeksira:
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus
Uključenost u ostale bibliografske baze podataka::
- MathSciNet
- Zentrallblatt für Mathematik/Mathematical Abstracts
