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The calculation of the probability density and distribution function of a strictly stable law in the vicinity of zero

Abstract

The problem of calculating the probability density and distribution function of a strictly stable law is considered at x0x\to0. The expansions of these values into power series were obtained to solve this problem. It was shown that in the case α<1\alpha<1 the obtained series were asymptotic at x0x\to0, in the case α>1\alpha>1 they were convergent and in the case α=1\alpha=1 in the domain x<1|x|<1 these series converged to an asymmetric Cauchy distribution. It has been shown that at x0x\to0 the obtained expansions can be successfully used to calculate the probability density and distribution function of strictly stable laws.

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