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• W2950866951 abstract "An absolutely convergent double series representation for the density of the supremum of $alpha$-stable Levy process is given in [3, Theorem 2] for almost all irrational $alpha$. This result cannot be made stronger in the following sense: the series does not converge absolutely when $alpha$ belongs to a certain subset of irrational numbers of Lebesgue measure zero (see [6, Theorem 2]). Our main result in this note shows that for every irrational $alpha$ there is a way to rearrange the terms of the double series, so that it converges to the density of the supremum. We show how one can establish this stronger result by introducing a simple yet non-trivial modification in the original proof of [3,Theorem 2]." @default.
• W2950866951 created "2019-06-27" @default.
• W2950866951 creator A5001547863 @default.
• W2950866951 creator A5007465164 @default.
• W2950866951 date "2013-05-03" @default.
• W2950866951 modified "2023-09-27" @default.
• W2950866951 title "A note on the series representation for the density of the supremum of a stable process" @default.
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