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Truncation bounds for infinite expansions for the stable distributions
Abstract:A number of authors have presented tabulations for the stable distributions based on infinite expansions for the density functions. In this paper we derive exact bounds for the truncation errors in these expansions and use the results to comment on some of the problems that have arisen in tabulating the stable distribution functions. The derivation of the truncation bounds relies on a little-known result for complex argument Taylor series due to Darboux (1876) which IS of much wider applicability than the present context.
Keywords:Bergström  stable distributions  Taylor expansion
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