Encyclopedia of Database Systems

2018 Edition
| Editors: Ling Liu, M. Tamer Özsu

Stable Distribution

Reference work entry
DOI: https://doi.org/10.1007/978-1-4614-8265-9_367

Synonyms

Lévy skew α-stable distribution

Definition

A random variable Z is said to follow a symmetric α-stable distribution [ 13, 15], where 0 < α ≤ 2, if the Fourier transform of its probability density function f Z ( z) satisfies
$$ {\int}_{-\infty}^{\infty }{e}^{\sqrt{-1} zt}{f}_Z(z) dt={e}^{-d\left|t\right|{}^{\alpha }},\,\, 0<\alpha \le 2 $$
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Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Cornell UniversityIthacaUSA

Section editors and affiliations

  • Divesh Srivastava
    • 1
  1. 1.AT&T Labs - ResearchAT&TBedminsterUSA