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Register a new userLevy stable distributions via associated integral transform
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We present a method of generation of exact and explicit forms of one-sided, heavy-tailed Levy stable probability distributions g_{alpha}(x), 0 leq x < infty, 0 < alpha < 1. We demonstrate that the knowledge of one such a distribution g_{alpha}(x) suffices to obtain exactly g_{alpha^{p}}(x), p=2, 3,... Similarly, from known g_{alpha}(x) and g_{beta}(x), 0 < alpha, beta < 1, we obtain g_{alpha beta}(x). The method is based on the construction of the integral operator, called Levy transform, which implements the above operations. For alpha rational, alpha = l/k with l < k, we reproduce in this manner many of the recently obtained exact results for g_{l/k}(x). This approach can be also recast as an application of the Efros theorem for generalized Laplace convolutions. It relies solely on efficient definite integration.
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