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StableDistributionSymmetricPDFSeriesSmallX Method

Series expansion of the PDF for small z.

Namespace: Altaxo.Calc.Probability
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3448.0 (4.8.3448.0)
Syntax
C#
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public static double PDFSeriesSmallX(
	double z,
	double alpha
)

Parameters

z  Double
The non-negative argument (|x|) where the series is evaluated.
alpha  Double
The stability parameter (0 < alpha <= 2).

Return Value

Double
The probability density at z, or NaN if the series does not converge.
Remarks
Historically, this routine was described as the imaginary part of the Fourier transformed derivative of the Kohlrausch function; it is used here as a numerically convenient series representation of the symmetric stable PDF. The sign of the return value here is positive.
See Also