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BGW.StableTrees.Scalar.StableDensityBounds

Weighted bounds for the stable density #

Differentiation under Fourier inversion and integration by parts give boundedness of the density and its derivative after multiplication by the spatial variable.

Reference: V. M. Zolotarev, One-dimensional Stable Distributions, AMS, 1986, Section 2.4.

theorem BGW.StableTrees.exists_abs_mul_stableDensity_le {θ : ℝ} (hθ : 1 < θ ∧ θ ≤ 2) :
∃ (C : ℝ), ∀ (x : ℝ), |x * Scalar.stableDensity θ x| ≤ C

sup_x |x p_1(x)| < ∞.

p_1 is differentiable.

theorem BGW.StableTrees.exists_abs_mul_deriv_stableDensity_le {θ : ℝ} (hθ : 1 < θ ∧ θ ≤ 2) :
∃ (C : ℝ), ∀ (x : ℝ), |x * deriv (Scalar.stableDensity θ) x| ≤ C

sup_x |x p_1'(x)| < ∞.