Let p. be a symmetric p-stable measure, 0 < p < 1, on a locally convex separable linear metric space E and let q be a lower semicontinuous seminorm on E. It is known that F(t) = u{x : q(x) < t) is absolutely continuous with respect to the Lebesgue measure. We prove an explicit formula for the density F'(t) and give an asymptotic estimate of it at infinity. 1. Let X be a symmetric Gaussian rando...

Stable distributions have heavy tails that are asymptotically Paretian. Accurate computations of stable densities and distribution functions are used to analyze when the Paretian tail actually appears. Implications for estimation procedures are discussed. In addition to numerically locating the mode of a general stable distribution, analytic and numeric results are given for the mode. Extensive...