Izvorni znanstveni članak
On the probability density function of the Hartman-Watson distribution
Tibor Pogány
orcid.org/0000-0002-4635-8257
; Faculty of Maritime Studies, University of Rijeka, Rijeka, Croatia
Saralees Nadarajah
; Department of Mathematics, University of Manchester, Manchester, UK
Sažetak
The Hartman-Watson distribution arises in many areas of applied probability. But its probability density function is difficult to compute. Recently, [14] gave the first two terms of its asymptotic expansion. Here, we derive the probability density function and a full asymptotic expansion in computable forms.
Ključne riječi
Hrčak ID:
275696
URI
Datum izdavanja:
28.4.2022.
Posjeta: 464 *