Exact and explicit probability densities for one-sided Lévy stable distributions

Phys Rev Lett. 2010 Nov 19;105(21):210604. doi: 10.1103/PhysRevLett.105.210604. Epub 2010 Nov 17.

Abstract

We study functions gα(x) which are one-sided, heavy-tailed Lévy stable probability distributions of index α, 0<α<1, of fundamental importance in random systems, for anomalous diffusion and fractional kinetics. We furnish exact and explicit expressions for gα(x), 0 ≤ x<∞, for all α=l/k<1, with k and l positive integers. We reproduce all the known results given by k ≤ 4 and present many new exact solutions for k > 4, all expressed in terms of known functions. This will allow a "fine-tuning" of α in order to adapt gα(x) to a given experimental situation.