Asymptotic Expansions of the Stable Distribution

Karina Arias-Calluari[1] ,∗ Fernando Alonso-Marroquin [1,2]

, and Michael Harre [1]

[1]School of Civil Engineering, University of Sydney, Sydney NSW 2006 and

[2]Computational Physics IfB, ETH Zurich, CH-8093, Zurich, Switzerland
(Dated: December 13, 2017)
The stable distribution is the attractor of distributions which hold power laws with infinite variance. This function does
not have an explicit expression and no uniform solution has been proposed yet. This paper presents a uniform analytical
approximation for the stable distribution based on matching power series expansions. For this solution, the trans-stable function
is defined as an auxiliary function to evaluate the stable distribution. The trans-stable function removes the numerical issues
arXiv:1712.04269v1 [cond-mat.stat-mech] 12 Dec 2017

of the calculations of the stable function and it presents the same asymptotic behaviour as the stable distribution function. To
obtain the uniform analytical approximation two types of approximations are developed. The first one is called “inner solution”
and it is an asymptotic expansion around x = 0. The second refers to “outer solution” and it is a series expansion for x → ∞.
Then, the uniform solution is proposed as a result of an asymptotic matching between inner and outer solutions. Finally, the
results of analytical approximation were compared to the numerical results of the stable distribution function, making this
uniform solution valid to be applied as an analytical approximation.

I. INTRODUCTION and σN represent the centering and normalizing values

A wide range of natural and social phenomena ex-
hibit a power-law in the probability distribution of large
events. These tails are characterized by the asymptotic
relation f (x) ∼ 1/x1+α , where x is the size of the events.
For 0 < α ≤ 1, the distribution has an indefinite mean
value. Examples that fall in this range are the affected
areas of bushfires [1], wildfires and rockfalls [2], intensity
and duration of rains [3], neuron firing rates and neural
avalanches [4, 5], call holding times and packed inter-
arrival data of the internet [6], war intensities [7] and
personal identity losses on internet [8].
For 1 < α ≤ 2, the distribution has a defined mean
value but still exihibits an infinite variance. A different
range of examples have been found, such as landslide
areas triggered by earthquakes [7, 9], heavy rains and
snowmelts [9], a probability distribution of monthly river
flows [10], daily returns in currency exchange rates [11],
the effects of networks in price returns [12], daily returns
of Dow Jones index [11] and benefits and returns of top
Hollywood movies [13].
Section 35 of the book by Gnedenko and Kolmogorov
[14] shows that the normal distribution is an “attractor”
of distributions with finite variances. On the other hand,
the attractor of distribution holding power laws with in-
finite variances corresponds to the more general “stable
law”.
The fundamental concept of attractors is formulated as
follows: If a normalized sum of a set of independent, iden-
tically distributed random variables {X1 , X2 , X3 ....XN }
satisfies:
! the first one for α < 1 and the second for α > 1 for
N
1 X
lim Xi − µN = X. (1)
N →∞ σN
i=1
respectively [14].
The Gnedenko-Kolmogorov theorem is a generalization
of the classical central limit theorem which states that
normalized sum of independent random variables with
finite variance in Eq. (1) converges to a variable that is
normally distributed [14, 15]. This is the case of distribu-
tions with power-law tails with √finite variance α ≥ 2. The
normalized coefficient is σN = N and the centering co-
efficient is µN = N E[X], where N represents the length
of the sum and E[X] refers to expected value [16, 17]. On
the other hand, for independent random variables holding
power laws with infinite variance1 0 < α < 2, Uchaikin
and Zorotalev [17, 18] show that X in Eq. (1) follows a
symmetric stable law if the normalization coefficient is
σN = N 1/α and the centering coefficient is µN = 0 for
α ≤ 1 or µN = N E[X] for α > 1.
The stable distribution function is given by an integral
that has analytical solution only for few cases —normal
and Cauchy distributions— in the remaining cases, it
does not have a closed-form expression. The numerical
solution of the stable distribution has numerical oscilla-
tions specifically in the tails. For some cases it displays
apparent discontinuity in logarithmic scale plots because
of negative values obtained from the numerical solution
[20]. Because of that, it can be said that the numerical
solution of the stable distribution is not reliable, because
the probability density function must be always positive.
Analytical expressions in terms of power series were
presented by different authors. Feller [19], Elliot [21] and
Zolotarev [18] used power series to obtain converging al-
gorithms of the stable distribution function in two ranges,
symmetric distributions. However, some of the proposed
series do not converge to the stable function, and some

Then X belongs to the stable law. The coefficients µN

1 Note: Infinite variance is observed for 0 < α < 2. This character-
istic occurs for 0 < α ≤ 1, as a consequence of not having a well-
defined expected value E [X]. For 1 < α < 2, the integral in the
∗ School of Civil Engineering; kari0293@uni.sydney.edu.au variance definition diverges [17–19].

of them are only applicable for extreme values x → 0 or
x → ∞. Mantegna [22] presented a quite similar solu-
tion to Elliot [21] but his algorithm is only valid when
x → ∞ and 0.75 < α ≤ 1.95. Nolan [23] presented his al-
gorithms considering asymmetric distributions for large
events x → ∞ focusing on tail behaviour only. Thus,
the stable distribution function does not have an explicit
expression [24, 25] and no uniform solution of the stable
distribution has been proposed until now [18, 19, 23].
Due to the absence of an explicit expresion, numerical
solutions were developed to evaluate the stable distri-
bution function by using numerical recursive quadrature
methods [26–28]. Nolan [26, 29] develops a numerical so-
lution for the estimation of stable parameters through a
maximun likelihood method for each data set of x. How-
ever, Nolan’s method converges only for α > 0.4 and
the convergence to the stable distribution function seems
to be not accurate enough. Despite this fact, Nolan’s
method constitutes an important method that is still be-
ing used [27].
Apart from the numerical issues in the evaluation of
the stable distribution, some authors have pointed out its
infinite variance as a drawback [30–32]. To avoid the in-
finite variance of the stable distribution function, several
truncations are proposed. The truncation was justified
by the observed change of slope of the tails on extensive
datasets [33]. For example, by increasing the S&P 500
index data from six-year period (1984-89) to 13-year pe-
riod (1984-96) a change of slope from α = 1.4 to α = 3
was found. Inoue and Sakuza [34] proposed a new model
by defining the effective cutoff as the crossover point be-
tween the non-Gaussian Stable and the Gaussian regime.
The truncations make the variance finite, consequently
the distribution function of the sum of independent ran-
dom variables converges to the normal distribution due
to the central limit theorem for a large N value. Nev-
ertheless, a time series in some stock markets indexes
can exhibit infinite variance, one of these cases is the
variance of price fluctuations in Shanghai stock market
index, which increases when the time frame is enlarged
[35, 36].
The aim of this paper is to formulate a uniform an-
alytical approximation for the stable distribution func-
tion based on a series expansion. To achieve this aim
we propose several regularizations of the inner and outer
series expansions to ensure convergence. This will be an
important tool to get the most accurate approximation
reducing numerical errors (oscillations) when the stable
function is evaluated.
This paper is divided in two parts. The first part
introduces the stable distribution and the trans-stable
function. They are defined by Fourier transformations in
sections II and III respectively. The trans-stable func-
tion is shown to be identical to the stable distribution
for α < 1 and it has the same asymptotic behaviour
for α > 1 for large events. The second part refers to
section IV and it deals with the closest form— analyti-
cal approximations— of the stable distribution. For this
2
purpose, two types of approximations are developed. The
first approximation refers to the inner expansion that
converges asymptotically to the stable distribution as
x → 0. The second approximation refers to the outer
expansion that converges asymptotically as x → ∞. For
the outer expansion two cases are presented, one is ob-
tained from the stable function in subsection IV B and
the second one from trans-stable function in subsection
IV C. Finally, the uniform solution in section V is pro-
posed as a result of matching the inner and the outer so-
lution. The analytical equation of uniform solution pro-
posed in this paper gives an approximated solution of the
stable distribution function over the range −∞ < x < ∞.
II. STABLE DISTRIBUTION FUNCTION
The stable distribution is presented in Section 34 of the
Gnedenko-Kolmogorov book [14] as the Fourier transfor-
mation:
Z∞
1
f (x; α, β, σ, µ) = ϕ(t; α, β, σ, µ)eixt dt, (2)
2π
−∞
where ϕ(t) is defined as the characteristic function,
α
ϕ(t; α, β, σ, µ) = e(itµ−|σt| (1−iβsgn(t)Φ))
. (3)
The four parameters involved are: the stability param-
eter α ∈ h0 2], the skewness parameter β ∈ [−1 +1] , the
scale parameter σ ∈ (0 +∞) , and the location parameter
µ ∈ (−∞ + ∞). The parameter α constitutes the char-
acteristic exponent of the asymptotic power-law in the
tails and it determines whether the mean value and the
variance exist. The stable distribution with 0 < α ≤ 1
does not have a mean value and it has a define variance
only for α = 2 [37].
The function sgn (t) represents the sign of t and the
function Φ is defined as:

tan πα


α 6= 1,
Φ= 2 (4)
− π2 log |t| α = 1.
The stable distribution is the family of all attractors
of normalized sums of independent and identically dis-
tributed random variables. The most well-known stable
distribution functions are the Cauchy distribution with
α = 1 and the normal distribution function with α = 2.
Both functions have β = 0, which means they are sym-
metric distributions about their mean [18].
In this paper we will focus on symmetric distributions
(β = 0). For this case the stable distribution can be
normalized as follows:
  
x−µ
f (x; α, β = 0, σ, µ) = Re S ,α , (5)
σ
 3

where the general distribution function is given by the First it will be shown that for 0 < α ≤ 1, both
following equation: stable S(x; α) and trans-stable T (x; α) functions are
identical. For 1 < α < 2 it will be demonstrated that
Z∞ both functions exhibit the same asymptotic behaviour
1 α
S(x; α) = e−t eixt dt. (6) when x → ∞.
π
0
This demonstration is based on the evaluation of the
The real part of this function corresponds to the normal- complex trans-stable integral Eq. (8) using polar repre-
ized stable distribution, sentation for α ≤ 1 and rectangular representation for
α > 1 on the complex integrand. The demonstrations
s(x; α) = Re(S(x; α)). are presented in the following subsections.
Consequently,

Im(z)
Z∞
1 α i
s(x; α) = e−t cos(tx)dt. (7)
π
0

C
III. TRANS-STABLE FUNCTION i 3

Zolotarev (1986) used the term “trans-stable” to refer

to a power series expansion that converges to the stable C C
distribution for 0 < α < 1 only [18]. In this paper, trans- 4 2
stable is the function which one of its solutions originates
Zolotarev series when the series expansions are applied
around x → ∞. First we define the complex trans-stable Re(z)
function in the range of 0 < α < 2. For α < 1, the sta- 0 C  
1
ble distribution and the trans-stable function are identi- Figure 1. Contour integration for Eq. (8)
cal. For α > 1, the trans-stable function and the stable
distribution present the same asymptotic behaviour for
x → ∞. Consequently, our trans-stable function can be
used to find a numerical aproximation of the stable dis- 1. For 0 < α ≤ 1
tribution function for α > 1 for large events.
First, the complex trans-stable function is defined as Here we will show that for 0 < α ≤ 1 the stable and
an integral over the path C in the complex plane: trans-stable functions are identical. This demonstration
Z will be done by considering the closed contour shown
1
GC (x; α) = I (x, z; α) dz, (8) in Figure 1. Since the complex function in Eq. (9) is
π C analytical over the complex plane, the integral over the
where closed contour Eq. (8) is zero,

α
I (x, z; α) = e−z eixz . (9)
I
I (x, z; α) dz = 0. (12)
The relation of this function to the stable S(x; α) and
the trans-stable T (x; α) functions is obtained by choosing Let us take the contour in Figure 1 that can be divided
a particular path C in the complex plane. Then, the into four straight paths so that:
stable distribution and trans-stable function are given by
Eq. (10) and (11) respectively: 4 Z
X
Z∞ I (x, z; α) dz = 0. (13)
1 −t
α
ixt 1 Ci
S(x; α) = G[0,∞) (x; α) = e e dt, (10)
π Now, we will take the limit when τ → ∞ in Figure 1.
0
Using Eq. (10,11,13) the following equation is obtained:

Zi∞ 3 Z
1 α
T (x; α) = G[0,i∞) (x; α) = e−t eixt dt. (11)
X
π S(x; α)−T (x; α) = −limτ →∞ I (x, z; α) dz. (14)
0 i=2 Ci
 4

To evaluate the right hand side in Eq. (14) it is con- Stable distribution Trans-stable function
venient to use the polar representation of the complex S(x; α) T (x; α)
Fourier R∞ −tα ixt i∞
number z = reiθ and express Eq. (9) in polar coordinates: 1
e e dt 1
R α
e−t eixt dt
transform π π
0 0
Laplace −i∞
−(it)α −xt
R∞ α
1 1
e−(it) e−xt idt
R
e e idt π
I (x, z; α) = eg(x,r,θ;α)+ih(x,r,θ;α) , (15) transform π
0 0

Table I. Summary of Fourier and Laplace representations

g(x, r, θ; α) = −rα cos (θα) − rx sin θ, (16) for the stable and the trans-stable functions

h(x, r, θ; α) = −rα sin (θα) + rx cos θ. (17) 100 =0.90 100 =0.90
=0.70 =0.70

S(x; )-Fourier

T(x; )-Laplace
It will be adopted the nomenclature of signal theory, =0.50 =0.50
where the polar notation separates the effects of instan- =0.40 =0.40
taneous amplitude |I| = eg and its instantaneous phase
h of a complex function [38]. Consequently, g(x, r, θ; α)
represents the attenuation factor and h(x, r, θ; α) repre-
sents the oscillation factor. 10-2 10-2
Now let us notice that limr→∞ g(x, r, θ; α) = −∞ for
0 < α ≤ 1 at any value of x. This statement is based on 0 10 0 10
the fact that cos(θα) ≥ 0 in the first quadrant for α ≤ 1. x
Consequently, limr→∞ I (x, z; α) = 0 so that the integral
x
of the right side of the Eq. (14) vanishes at τ → ∞,
100 =0.90 100 =0.90
therefore: =0.70 =0.70
S(x; )-Fourier

T(x; )-Laplace
=0.50 =0.50
S(x; α) = T (x; α) if 0 < α ≤ 1. (18) =0.40 =0.40
So, the Eq. (18) will allow to use the trans-stable function
T (x; α) instead of the stable distribution function S(x; α)
for 0 < α ≤ 1 in the numerical integration. This is with
10-2 10-2
the aim to remove numerical oscillation, specifically in
the tails. It is noticeable that the integration of the trans-
stable function T (x; α) in Eq. (11)is performed over the 100 101 100 101
imaginary axis. Applying the following change of variable x x
t → −it (formally done by defining u = −it so that du =
−idt and later replacing the dummy variable u by t inside Figure 2. Comparison of numerical integration 0 < α < 1
the integral), the trans-stable function is converted into between Fourier and Laplace transform of the stable S(x; α)
and the trans-stable T (x; α) functions using recursive adap-
a Laplace transformation. Consequently, the integration
tive Simpson quadrature method [39]. The absolute error
is performed over the real axis. The Fourier and Laplace tolerance of the method is ξ = 3.5 × 10−8 . Top plots are
representations for T (x; α) are shown in Eq. (19), shown in semi-logarithmic scale and in logarithmic scale.

Zi∞ Z∞
1 −tα ixt 1 α
T (x; α) = e e dt = e−(it) e−xt idt. (19) 2. For 1 < α < 2
π π
0 0

Figure 2 compares the Fourier representation of the
stable distribution function S(x; α) and the Laplace rep-
resentation of trans-stable function T (x; α). The inte-
gration is performed using a recursive adaptive Simpson
quadrature method [39]. It is evident that the Laplace
representation removes the oscillations of the Fourier rep-
resentation of the stable distribution for α < 1.
It is important to add that the stable distribution func-
tion and trans-stable function hold the same value for
their Fourier and Laplace transform representations. The
difference between each transform representation is the
axis in which each function is integrated. The expressions
are shown in Table I.
Here we will shown that for 1 < α < 2 the stable
and trans-stable functions have the same asymptotic be-
haviour on large events if the integrals are appropriately
truncated.
Let us recall Eq. (16) for the attenuation factor,
g(x, r, θ; α) = −rα cos (θα) − rx sin θ.
In the previous section, it was shown that cos(θα) is al-
ways positive in the first quadrant of the complex plane
if 0 < α ≤ 1. Otherwise, if α > 1, then cos(θα) < 0 when
θ = π/2. Consequently, limr→∞ I(x, r, θ; α) = ∞ in this
range, so that the right hand side of Eq. (14) can not be
neglected. Therefore S(x) 6= T (x) if α > 1.
 5

We can find an approximation between these two func-

tions if the τ value in the contour of Figure 1 is kept large  πα 
but finite (τ < ∞). Thus, Eq. (13) becomes: ḡ(x, t; α) = −tα cos − xt, (27)
2

3 Z
 πα  π
X h̄(x, t; α) = −tα sin + . (28)
S(x; α, τ ) − T (x; α, τ ) = − I (x, z; α) dz, (20) 2 2
i=2 Si
The instantaneous amplitude |I| ¯ = eḡ will be determined
where S(x; α, τ ) and T (x; α, τ ) are the truncated inte- by the attenuation factor in Eq. (27). For that reason,
grals in Eqs. (10) and (11) respectively: an analysis of ḡ(x, t; α) was made in Figure 3. The curve
ḡ(x, t; α) = 0 divides two regions, one with exponential
growth (ḡ > 0) and the other with exponential decay
Zτ
1 α (ḡ < 0).
S(x; α, τ ) = e−t eixt dt, (21) In Figure 3, two sub-regions can be recognized in ḡ <
π
0 0. The first one, “Zone A” which contains negative ḡ
values with downward trend ∂g/∂t < 0 that is faster as
x → ∞. The second sub-region is “Zone B”, it contains
Ziτ
1 α smaller negative ḡ values that follow an upward trend
T (x; α, τ ) = e−t eixt dt. (22) and ∂g/∂t > 0 displaying an increase behaviour when
π
0 x → 0. Considering these sub-regions, the truncation τ
in Eq. (24) will depend on x value as follows:
Now, the right hand of Eq. (20) can be evaluated in
the limit where x → ∞. First, notice that in the contour • For x → 0, The integration must avoid zone B. The
of integration in Figure 1√
the magnitude of r is bounded values of ḡ(x, t; α) in this zone lead to an exponen-
by the condition 0 < r < 2 τ and sin(θ) > 0 in the first tial growth due to an upward trend ∂g/∂t > 0,
quadrant, thus: consequently |I| ¯ 9 0.

limx→∞ g(x, r, θ; α) = −∞. • For x → ∞, the integration should be restricted

to zone A. The downward trend ∂g/∂t < 0 leads
Consequently, limx→∞ I (x, z; α) = 0 so that the integral to obtain ḡ(x, t; α) → 0. Consequently, the conver-
on the right of Eq. (20) vanishes at x → ∞. Therefore, ¯ → 0 occurs faster as t → ∞.
gence of |I|
the asymptotic behavior is obtained for 1 < α < 2,

S(x; α, τ ) ∼ T (x; α, τ ) as x → ∞. (23)

x=αt
This demostrates that both functions are asymptotically
equivalent when the integrals are truncated. zoneA
The next step is to find the truncantion value τ that
leads to the best approximation of these functions. The x g(x,t; )  0
value of τ should be chosen to minimize the truncation zoneB g(x,t; )=0
error and at the same time to make the domain of integra-
tion as small as possible. With this aim, the trans-stable
function T (x; α, τ ) in Eq. (11) is expressed in its Laplace
representation by usying the change of variable t → −it. g(x,t; )  0
Thus,
0 t
Z τ Negative values with downward trend
1
T (x; α, τ ) = I¯ (x, t; α) dt, (24) Negative values with upward trend
π 0
Positive values with upward trend
where I¯ corresponds to Laplace transform integrand
shown in Eq. (19) and Table I,
α
Figure 3. Curve ḡ = 0 separates two regions with ḡ >
I¯ (x, t; α) = e(−it) e−xt i. (25) 0 and ḡ < 0. In the latter region, two zones can be distin-
guished: zone A with ∂g/∂t < 0 and zone B with ∂g/∂t >
Then, considering Euler’s representation for a complex 0. The equation x = αt is an estimation of the boundary be-
exponential function eiθ = cos (θ)+isin (θ), the following tween zones A and B.
equations are obtained to express Eq. (25):
For x → 0, the cut off τ1 which avoids most of zone B
I¯ (x, t; α) = eḡ(x,t;α)+ih̄(x,t;α) , (26) is defined by x = αt. This equation is an estimation of
 6
x=3.75 1
=2.55
4.5 1 1
1e x=-t -1 cos( /2) -truncation
1
-07 1

0.05
0.4

1e
0.01

0.0
=x/ if x<xc

-0
1 -wavelength

5
01
0 0
4 1
=tc if x>xc
1e- 1e-0
06 7
(tc,x c) 1e- -1 -1
3.5 0.0 05 0 3 t 6 9
00 1e-07 x=2.9 =2.07

0.0
0. 1 1e-0 1
00

02
6
0.75

1 -truncation 1

0.0

5
1

0.05
0.4

1e-0 1 1

1
5 1e-06
3 0.00
01
-wavelength
1e-05 0 0
0.0 0.00 0.0001
025 1
-1 -1
2.5 0.0
1 0.001
0.0001
0.0 0.0025 0 3 t 6 9
x

5 0.001
0.0025 x=1.6 1
=1.14
0.01 0.0025 2 2
1 0.75

2 -truncation
0.4

0.01 0.01 1
0.05 1 1
-wavelength
0.05 0.05 0.05
0 0
1.5 0.4 0.75 -1 -1
0.4 1 2
0.4 0.4 0.75
0.4 0.75 1 2 4 -2 -2
0.75 1 2 0 3 t 6 9
1 0.7 4 10 x=0.5 1=0.36
5 0.75 1 40
1000 1000
1

2 4 10
1 40 200 500
2 4 10
0.5 40 200 1000 0 0
1 500
-truncation
1
10 0
4 40 200 100 -wavelength
0 -1000 -1000
0 1 2 3 4 5 6 7 8 9 0 3 t 6 9

t
ḡ
Figure 4. Contour plot of e that represents the instantaneous amplitude |I| ¯ for α = 1.4 and tolerance  = 10−3 in Eq. (26)
and (27). The red line x was drawn by considering ḡ = 0 which represents the limit between the positive and negative values
of the attenuation factor ḡ. The truncation τ1 is applied following Eq. (30). Downward trend before τ1 and upward trend
¯ can be observed in the right part of the figure for x = 0.5 and x = 1.6. For x = 2.9 and x = 3.8 the truncation
after τ1 of |I|
is made after reaching a small value on the modulation I. ¯

the boundary between zones A and B for all range of α αtc 2 + tc α cos (πα/2) + ln() = 0,
(31)
values. xc = αtc .
The cut off τ1 obeys a linear equation and is obtained
from the following equations:

Figure 4 illustrates the contour plot of the instanta-

¯ =  and x = ατ1 ,
eḡ(x,τ1 ;α) = |I| (29) ¯ for α = 1.4. The truncation τ1 is
neous amplitude |I|
where the tolerance presented as a cut-off made when a negligible value of
   represents a negligible instanta- instantaneous amplitude is achieved |I| ¯ =  = 10−3 . The
neous amplitude I¯.
For x → ∞, the cut off τ1 will restrict the integration
of I¯ on a closed interval [0, tc ]. This occurs due to a faster
downward trend ∂g/∂t < 0. The tc value represents the
point where the instantaneous amplitude can be consid-
¯ = . Thus, the cut off τ1
ered a negligible quantity |I|
obeys an equation of a vertical line τ1 = tc .
Notice that there are two different definitions for τ1 .
Each one corresponds to a particular sub-regions A (x →
∞) or B (x → 0). Consequently, the truncation τ1 for the
trans-stable function is defined by two equations which
depend on the x and  values. These two equation have
their intersection point at (tc , xc ):

tc () if x > xc
τ1 (, x) =
x/α if x < xc
where tc () and xc are given by the implicit form of the
following equations:
point (xc , tc ) is located at the intersection between the
contour line of the given tolerance  and the equation
τ1 = x/α. The truncation τ1 avoids zone B which con-
tains negative values for ḡ with ∂g/∂t > 0. One can
observe that there is an abrupt upward trend in |I| ¯ for
x → 0. So, the truncation τ1 allows us to make a perfect
cut off before this upward trend starts. It is noticeable
that with a small tolerance  the intersection will occur
in the rightmost part of the figure, consequently the in-
terval of integration will be wider and a more accurate
result can be obtained.
Figure 5 shows how the solutions of trans-stable and
stable distribution functions are quite similar after xc
value, which depends on the tolerance . For a smaller
f or α > 1, (30)  the similarity of both asymptotic series is expected to
improve due to a wider interval of integration. However,
the value xc will be higher and the similarity will start
at the rightmost part of the axis.
 7
100 =1.20 100 =1.20
x c( )
=1.40 =1.40 These conditions are that the integrand must be bounded
S(x; )-Fourier

T(x; )-Laplace
-1 =1.60 =1.60
10 and the domain of integration is a closed interval [40, 41].
=1.90 =1.90
10-2 10-2
A. Inner Expansion
-3
10
The inner expansion is obtained making a substitution
-4 -4 of eixt by its Taylor series expansion given by Eq. (32)
10 10
0 10 0 10 in the integrand of the stable distribution I. After this
x x substitution, the integrals in Eq. (10) and (21) can be
analytically solved. The difference between these two
100 100 equations are the truncation on the interval of integra-
x c( ) tion.
S(x; )-Fourier

T(x; )-Laplace

-1 For α ≤ 1 the convergence of the series is slow, de-

10
manding a large value of order n in Eq. (32) to reach an
acceptable similarity with the original integrand I. For
10-2 10-2
this reason, the improper integral is truncated after a
=1.20 =1.20 small enough amplitude of I is obtained. For α > 1 the
-3 =1.40 =1.40
10 convergence occurs faster and truncation is not needed.
=1.60 =1.60
=1.90 =1.90
10-4 10-4
10 0
10 1 100 101 1. For 0 < α ≤ 1
x x
Figure 5. Comparison of numerical integration 1 < α < 2 The inner expansion is obtained by substituting eixt in
between Fourier and Laplace transform of stable S(x; α) and Eq. (21) by its Taylor expansion using Eq. (32). Then:
trans-stable T (x; α) functions using recursive adaptive Simp-
son quadrature method [39]. The absolute error tolerance τ2Z(x,) τ2Z(x,)
of the method is ξ = 3.5 × 10−8 . Top plots are shown in 1 −tα ixt 1
semi-logarithmic scale and in logarithmic scale. Si (x; α, ) = e e dt ∼ In dt as n → ∞,
π π
0 0
(33)
IV. ASYMPTOTIC EXPANSIONS
where In is given by:
Asymptotic expansions are developed to obtain closed- n
X α (ixt)k
form representations for the stable distribution function In (x; t, α) = e−t . (34)
k!
S(x, α). These expansions are based on the Taylor series k=0
of the complex exponential function,
The upper limit τ2 is given by the following equation:

n ln()
X zk
ez ∼ as
k!
k=0
Two different asymptotic expansions will be performed.
The first one corresponds to the ‘inner expansion’. To get
this solution the stable distribution function is evaluated
by expanding eixt of Eq. (10) and (21) around x = 0.
The second one refers to the ‘outer expansion’, which
is the asymptotic series expansion for x → ∞. When
x >> 1, the oscillations of the integrands in Eq. (10)
and (21) are large. Consequently, there are important
cancellations due to factor eixt in the integral. Thus,
we focus our integration in the region with the major
contribution in the integral, that is around t = 0. In
α
consequence, the amplitude of the integral et is replaced
by its Taylor expansion around t = 0. To guarantee
the convergence of the series expansion, the improper
integrals are truncated. The truncation occurs because of
the sufficient conditions for Riemann integral existence.
τ2 (x, ) = − . (35)
n → ∞. (32) x
This truncation results from the equation eixτ2 = ,
where  represents the tolerance that needs to be small to
ensure a cut-off when negligible quantities of |I| and |In |
are obtained. Consequently, the area under the curve of
both functions are similar.
The convergence of In to I demands a large value of
order n in Eq. (32), as it can be observed in Fig (6). This
α
occurs because of slow decay of e−t value for α < 1. This
is the reason to evaluate the integral in the closed interval
[0,τ2 ], where the original integrand I and its Taylor series
approximation In are similar.
The integrals in Eq. (33) can be solved without diffi-
culty. Then, the inner expansion si is given by the real
part of this solution,
si (x; α, ) = Re(Si (x; α, )).
 8

x=4.5 n=20 =0.75 x=4.5 n=20 =1.8

2 1020 2 1020
I I - In I I- In
1 In 1 In
2 2

I- In

I- In
0 100 0 100
I

I
-1 -1

-2 10-20 -2 10-20
0 1 2 t 3 4 5 0 1 2 t 3 4 5 0 1 2
t 3 4 5 0 1 2 t 3 4 5
x=4.5 n=30 =0.75 x=4.5 n=30 =1.8
2 1020 2 1020
I I - In I I- In
1 In 1 In
2 2
I- In

I- In
0 100 0 100
I

I
-1 -1

-2 10-20 -2 10-20
0 1 2
t 3 4 5 0 1 2 t 3 4 5 0 1 2 t 3 4 5 0 1 2 t 3 4 5
x=4.5 n=50 =0.75 x=4.5 n=50 =1.8
2 1020 2 1020
I I - In I I- In
1 In 1 In
2 2
I- In

I- In
0 100 0 100
I

-1 I -1

-2 10-20 -2 10-20
0 1 2 t 3 4 5 0 1 2 3 4 5 0 1 2 t 3 4 5 0 1 2 3 4 5
t t
n
α α (ixt)k
Figure 6. Comparison of I = et eixt and In = et of Eq. (33) and (38), where In is obtained by replacing eixt in
P
k!
k=0
I by its Taylor expansion. The plots are for α = 0.75 (left) and α = 1.8 (right). For α ≤ 1, the truncation is required to en-
sure a cut-off when negligible quantities of |I| and |In | are obtained. The truncated error of the Taylor expansion is measured
by using the absolute value of the difference |I − In |. For α > 1, since the convergence is fast the truncation is unnecessary.
For these particular examples, the integrand I is evaluated at x = 4.5 for three cases of n = 20, 30, 50 with  = 10−9 .

Consequently, 2. For 1 < α < 2

∞
1 X xk

  
k+1 α πk Here it is derived the inner expansion si for α > 1 from
si (x; α, ) = γ, τ2 (x; ) cos ,
πα k!
α 2 the non-truncated form of stable distribution function.
k=0
(36) This derivation is made by substituting eixt in Eq. (10)
where γ represents the incomplete gamma function [42], by its Taylor expansion in Eq. (32), then:

Z b Z∞ Z∞
γ(z, b) = xz−1 e−x dx. (37) 1 α 1
Si (x; α) = e−t eixt dt ∼ In dt as n → ∞.
0 π π
0 0
Due to a computation of the incomplete gamma func- (38)
tion γ, Eq. (36) was modified for numerical analysis in For α > 1, the convergence of integrand I and the in-
Matlab2 [43]. tegrand after the substitution In occurs faster than for
α < 1. This feature is observed in Figure (6), where
an acceptable convergence between I and In is obtained
with a small n value. Consequently, the integral is eval-
uated without truncation or taking the limit  → 0 in
2 Note: Matlab defines the incomplete gamma function as γ ∗ Eq. (33).
Z b
Then, it is only considered the real part of the solution
1
∗
γ (b, z) = x z−1 −x
e dx of Eq. (38),
Γ(z) 0

where Γ(z) is the gamma function. si (x; α) = Re(Si (x; α)).

 9
0
10 Stable Function s(x; )
Consequently,
Inner Expansion sni (x; ,n)
∞ 2 8
1 X xk
   
k+1 πk

sni (x; ,n)

si (x; α) = Γ cos , (39) 20
πα k! α 2 14
k=0 32
10-2 26
56
where Γ represents the gamma function [42], 50 80
74 104
98
Z ∞
0 1 2 3 4 5 6 7
Γ(b) = xb−1 e−x dx.
0
x
Figure 8. Inner expansion of the stable distribution for
α = 1.80 as a result of applying a Taylor expansion in the
Examples for α = 0.75 and α = 1.80 are shown on ‘exponential of the phase’ of the integrand. The figure illus-
Figures 7 and 8 respectively. In Figure 7, for α ≤ 1 trates the non-truncated stable solution in Eq. (39). This
the truncation τ2 is needed, otherwise the convergence figure displays a fast convergence so that no truncation is
to stable distribution function will be ultraslow as n → needed.
∞. This is evident when a comparison is made between
subfigure 7a and 7b. They represent a non-truncated and
truncated stable solution respectively. The subfigure 7b
displays an acceptable convergence with a smaller order B. Outer Expansion
n. In Figure 8, for α > 1 the convergence to the stable
distribution function occurs faster and no truncation is
The outer expansion is obtained making a substitution
needed. For both cases the inner expansion si behaves α
of the amplitude e−t in the integrand of the truncated
well because it converges to s(x; α).
stable distribution function I in Eq. (21) by its Taylor se-
ries expansion around t = 0. Then, the following relation
100 100 Stable Function s(x; ) is obtained:
5 Inner Expansion sni (x; ,n)
1

3
sni (x; ,n)

τZ3 () τZ3 ()

-1 1 −tα ixt 1
10 So (x; α, ) = e e dt ∼ Gn dt as n → ∞,
π π
0 0
(40)
(a)
10-2 where Gn is given by:
0 1 2 3 4 5 6 7
x n k
X (−tα )
Gn (x; α) = eixt . (41)
k!
k=0
0
10 Stable Function s(x; )
The upper limit τ3 is given by the following equation:
44 Inner Expansion sni (x; , ,n)
32
2 1/α
sni (x; , ,n)

40 τ3 () = [− ln()] . (42)

38
-1
10 α
42 This truncation is calculated from e−τ3 = , where  is
defined as tolerance and represents a negligible instanta-
50 56 62 (b) neous amplitude when  is small. The truncation allows
68
-2 a faster convergence of Gn to I and reduces the error
10 of integration due to an accurate approximation on the
0 1 2 3 4 5 6 7
interval [0, τ3 ]. The original integrand I and the new in-
x
tegrand after applying Taylor series Gn in Eq. (40) were
Figure 7. Inner expansion of the stable distribution func-
evaluated in Figure 9. Since the convergence of Gn to I
tion for α = 0.75. This is obtained by applying Taylor ex-
pansion around t = 0. The subfigure (a) is a non-truncated is slow, the truncation τ3 is considered to define the new
integral. The subfigure (b) is the truncated integral with interval of integration [0, τ3 ].
tolerance  = 10−9 in Eq. (36), which displays a fast conver- To obtain the outer solution so a change of variable
gence due to integral’s truncation. after the series expansion is applied in Eq. (40). The
change of variable is −u = ixt, so −du = ixdt. This
gives us an approximation of the form:
 10
x=4.5 n=20 =0.75 x=4.5 n=20 =1.8
1 1040 1 1040
I I- Gn I I- Gn
0.5 Gn 1020 0.5 Gn 1020
3 3

I- Gn

I- Gn
0 100 0 100
I

I
-0.5 10-20 -0.5 10-20
-1 -1
10-40 10-40
0 20 40 60 0 20 40 60 0 2 4 6 0 2 4 6
t t t t
x=4.5 n=30 =0.75 x=4.5 n=30 =1.8
1 1040 1 1040
I I- Gn I I- Gn
0.5 Gn 1020 0.5 Gn 1020
3 3
I- Gn

I- Gn
0 100 0 100
I

I
-0.5 10-20 -0.5 10-20
-1 -1
10-40 10-40
0 20 40 60 0 20 40 60 0 2 4 6 0 2 4 6
t t t t
x=4.5 n=60 =0.75 x=4.5 n=60 =1.8
1 1040 1 1040
I I- Gn I I- Gn
0.5 Gn 1020 0.5 Gn 1020
3 3
I- Gn

I- Gn
0 100 0 100
I

I
-0.5 10-20 -0.5 10-20
-1 -1
10-40 10-40
0 20 40 60 0 20 40 60 0 2 4 6 0 2 4 6
t t t
t
α α k
Figure 9. Comparison of I = et eixt and Gn = (−tk! ) eixt dt of Eq. (40), where Gn is the Taylor expansion of I around
t = 0. The plots correspond to α = 0.75 (left) and α = 1.8 (right). Truncation of the integral is required for both cases. The
reason of that is to reach an accurate approximation between the original integrand I and the one after the series expansion
Gn . The error is measured by the absolute value of the difference |I − Gn |. For these particular examples, the integrand I is
evaluated at x = 4.5 for three cases of n = 20, 30, 50 with  = 10−9 .

Consequenlty,
−ixτ ∞ k  
n k kα+1 Z 3 () 1 X (−1) cos (παk)
1 X (−1) −1 so (x; α, ) = − ...
So (x; α, ) ∼ ukα e−u du. π k! kα + 1
π k! ix k=1
k=0 0 kα+1
(43) ...(−τ3 ()) 1 F1 (kα + 1, kα + 2, ixτ3 ()).
(45)
To solve the integral, the incomplete gamma function Figure 10 shows the calculation of Eq. 45 for α = 1.8.
of imaginary argument γ(v, iz) is used [42, 44]. The fol- In this figure is evident that the outer expansion so con-
lowing solution is presented by Barak as a special case of verges slowly. This occurs due to computation of the con-
confluent hypergeometric function [44], fluent hypergeometric function 1 F1 which demands con-
siderable computational time. The series that define the
Z iz function 1 F1 do not have a trivial structure, this creates
γ(v, iz) = tv−1 e−t dt numerical issues which makes the calculation computa-
0 tional inefficient [45]. The approximation in Figure 10
(44)
shows how the convergence demands a large value of or-
= (iz)v v −1 1 F1 (v, 1 + v, −iz), der n to obtain an accurate approximation at the tail.
The convergence resembles waves that slowly start to de-
where 1 F1 (v, 1 + v, −iz) represents the Confluent Hyper- crease from the tails to the peak of stable distribution.
geometric function. Then, comparing Eq. (43) and (44), The series until n = 30 does not show an acceptable
we obtain the following relation betwen the variables, approximation. Only an approximation on tails are ob-
v = kα + 1, z = −xτ3 and t = u. tained after n = 40. For x → 0, the series of so converges
Finally, the real part of the solution is: to a specific value different of the stable distribution func-
tion. The convergence to the stable distribution function
so (x; α, ) = Re(So (x; α, )). is observed only for x → ∞.
 11

500 Stable Function s(x; ) Due to a slow convergence of Kn to I¯ the cut-off τ1 is

Outer Expansion s no(x; , ,n) applied. The truncation τ1 has two different expressions.
n=10
For α ≤ 1, the truncation τ1 depends on the tolerance 
and for α > 1 it depends on the tolerance  and x values.
sno(x; , ,n)

These expressions will be explained in the following sub-

0 sections.
To solve the integral in Eq. (46), the following change
of variable is applied: xt = u and xdt = du. This leads
(a)
to the following series expansion:
-500
0 1 2 3 4 5 6 7 ∞ kα+1 xτZ
1 (x,)
k
x 1 X (−1) −1
To (x; α, ) ∼ u(kα+1)−1 e−u du.
π k! ix
k=0 0
0.3 Stable Function s(x; ) (48)
Outer Expansion s no(x; , ,n)
0.2
The upper limit of the integral changes from τ1 to xτ1 ,
n=30
sno(x; , ,n)

0.1 n=100 but still remains on the real axis. The integral above can
n=40
be solved using the incomplete gamma function defined
0 in Eq. (37). Then, the real part of the result is obtained,

-0.1
to (x; α, ) = Re(To (x; α, )).
(b)
-0.2
0 1 2 4 3
5 6 7 Consequently,
x
Figure 10. Outer expansion so for α = 1.80 with tolerance to (x; α, ) =
 = 10−6 in Eq. (45). The subfigure (a) and (b) correspond ∞ k  kα+1  
to n = 10, 30, 40, 100 respectively. 1 X (−1) 1 παk
− sin γ (kα + 1, xτ1 (x, )).
π k! x 2
k=1
(49)
C. Outer expansion by Trans-Stable distribution
The determination of τ1 for α ≤ 1 and α > 1 is presented
in the following subsections.
Because of the slow convergence of the outer expansion
so and its wave-like behavior, an alternative approxima-
tion is obtained using the trans-stable function T (x; α). 1. For 0 < α ≤ 1
As it was previously explained in section III, the solu-
tions of trans-stable T (x; α) and stable S(x; α) functions For α ≤ 1, the cut-off τ1 in Eq. (49) is given by the
are identical for 0 < α ≤ 1 and similar for 1 < α < 2 af- following equation:
ter the xc value. Consequently, the improper integral
in Eq. (19) is used to calculate the series expansions for
1/α
0 < α ≤ 1 and the truncated trans-stable integral in its τ1 () = [− ln()] f or α ≤ 1. (50)
Laplace representation in Eq. (24) for 1 < α < 2. α
This outer expansion to is given by the analytical solu- This truncation is obtained from e−τ1 = , where the
tion of the trans-stable function after applying the Taylor tolerance  represents a negligible instantaneous ampli-
α
series of e−(it) around t = 0 in the trans-stable integrand tude for the integrands in Eq. (46).
I¯ using Eq. (32) and (19). Then, the following equation
is shown:
2. For 1 < α < 2

τ1Z(x,) τ1Z(x,) The truncation τ1 in Eq. (49) for 1 < α < 2 was already
1 −(it)α −xt 1
To (x; α, ) = e e idt ∼ Kn dt, obtained in subsection III-2 and defined by Eq. (30) as:
π π
0 0 
t () if x > xc ,
(46) τ1 (x, ) = c f or α > 1,
x/α if x < xc ,
where Kn is given by:
where tc and xc were defined by Eq.(31). As indicated
n k in subsection III-2, the value of τ1 is used to minimize
X (−(it)α ) the truncation error and at the same time to make the
Kn (x) = e−xt i. (47)
k! domain of integration as small as possible.
k=0
 12

The outer expansion by the trans-stable function con- 100 (a) Stable Function s(x; )
7
verges to the original trans-stable function. Examples 5 Trans-stable Function t(x; )
3 Outer Expansion t no(x; ,n)
are shown in Figure 11 for α ≤ 1 and Figure 12 for

tno(x; ,n)
α > 1. Note that in both cases the truncation τ1 allows 1

a faster and more accurate convergence to the real part

of the trans-stable distribution t(x; α). Consequently the
10-2 (xc)
outer solution to shows an identical solution as s(x; α) for
α ≤ 1 and the same asymptotic behaviour for α > 1. For
a smaller  the convergence of these outer expansions to
the trans-stable function will occur faster. Also in Figure 0 1 2 3 4 5 6 7
11 the non-truncated trans-stable expansion is shown as x
an expansion that converges extremely slowly requiring
a higher order n than truncated trans-stable expansion 100 (b) Stable Function s(x; )
to obtain an acceptable convergence. In Figure 12 the Trans-stable Function t(x; )
non-truncated trans-stable expansion does not converge Outer Expansion t no(x; , ,n)
to trans-stable function at all.

tno(x; , ,n)
7
-2 3
10 (xc)

100 Stable Function s(x; )

100
27 Trans-stable Function t(x; )
Outer Expansion t no(x; ,n) 0 1 2 3 4 5 6 7
8
1 x
tno(x; ,n)

10-1
2 Figure 12. Outer expansion of the trans-stable for α = 1.80
as a result of applying Taylor expansion of the integrand
25 around t = 0 in Eq. (30) and (49). The subfigure (a) shows
32
50
that the non-truncated integral does not converge to the
(a) trans-stable function. The subfigure (b) corresponds to the
10-2 truncated integral with tolerance  = 10−6 . The subfigure (b)
0 1 2 3 4 5 6 7 displays a fast convergence as a result of the truncation of
x the integral.

V. UNIFORM SOLUTION

100 Stable Function s(x; ) The uniform solution is presented as the combination
27
Trans-stable Function t(x; )
50 of the inner solution and the outer solution to construct
27 Outer Expansion t no(x; , ,n)
32
8
an approximation valid for all x ∈ [−∞, ∞]. To construct
25
tno(x; , ,n)

the uniform solution an asymptotic matching method

2
10-1
10-2
0 1 2 3 4 5
x The overlap is defined as the limit of the rightmost edge
Figure 11. Outer expansion of the trans-stable function
for α = 0.75. This result is obtained from the Taylor ex-
pansion of the integrand around t = 0 in Eq. (49) and (50).
The subfigure (a) is the non-truncated integral that shows
slow convergence. The subfigure (b) corresponds to truncated
integral with tolerance  = 10−6 . The subfigure (b) displays
a faster convergence to the trans-stable function as a result
of the truncation of the integral.
based on boundary-layer theory is applied [46, 47]. This
method is based on superposing the inner and outer so-
lution and substracting the overlap between them,
(b) su (x) = yout (x) + yin (x) − yoverlap (x). (51)
6 7
of yin and the leftmost edge of yout ,
yoverlap = lim yout = lim yin . (52)
x→0 x→∞
For this case, our proposed uniform solution su is con-
structed based on our inner expansion si and our outer
expansion to . These previous solutions were already de-
fined in section IV.
For a better understanding of our uniform solution su ,
two sub-sections A and B are presented. Sub-section A
 13

Range of α 0<α≤1 1<α<2

Normalized stable R∞ α
s(x; α) = 1
π
e−t cos(tx)dt
0
distribution (s)

Normalized trans-stable R∞ α
cos( πα
e−t 2 )
−xt
t(x; α) = 1
π
sin(tα sin( πα
2
))dt
0
distribution (t)

n
1 X xk
   
k+1 πk
sn
i (x; α, ) = γ , τ2 α cos n
πα k! α 2 1 X xk
   
Inner expansion (sn k+1 πk
i ) k=0 sn
i (x; α) = Γ cos
πα k! α 2
k=0
− ln()
τ2 =
x

n
1 X (−1)k cos (παk)
 
Outer expansion (sn
o) sn
o (x; α, ) = − (−τ3 )kα+1 1 F1 (kα + 1, kα + 2, ixτ3 )
π k! kα + 1
k=1

τ3 = [− ln()]1/α

n  kα+1
1 X (−1)k 1
 
παk
Outer solution 3
(tn
o) tn
o (x; α, ) =− γ (kα + 1, xτ1 ) sin
π k! x 2
k=1


τ1 = (− ln())1/α tc if x > xc
τ1 =
x/α if x < xc

Z ∞ Z b
Complete and incomplete
Γ(z) = xz−1 e−x dx γ(z, b) = xz−1 e−x dx
0 0
gamma functions (Γ) & (γ)

Table II. Summary of Inner and Outer Solutions

contains a summary of inner and outer expansions pre-
viously obtained. In sub-section B the steps taken to
obtain su are explained.
A. Summary of inner and outer expansions
Table II contains the normalized stable and trans-
stable distribution and the summary of previous results
obtained from stable and trans-stable functions by ap-
plying Taylor expansions. The series refers to one inner
expansion si and two outer expansions so and to .
For the inner expansion si , the solution for α ≤ 1
corresponds to a truncated stable solution which al-
lows a faster convergence. For α > 1 the series is
obtained from the non-truncated stable solution. The
only difference between them is the use of the incom-
plete gamma function γ in the solution for α ≤ 1, where
Γ(z) = limb→∞ γ(z, b). Consequently, for both cases the
truncated series can provide a good approximation. How-
ever, in the case of α ≤ 1 we must take the limit as:
 
s(x; α) = lim lim sni (x; α, ) f or x < ∞.
→0 n→∞

In general the order how we apply the limits cannot be

exchanged. However, in the case of α > 1 the order of
the limits does not affect the convergence. Taking a small
3 Note:
Refer to equation Eq. (30) to obtain tc and xc value for value of  ensures a faster convergence.
1<α<2 For the outer expansion two expressions were derived.
 14

The first outer espansion so is obtained by performing the

Taylor expansion around t = 0 on the truncated stable

d δ 2 (x; α, )
distribution. This solution displays a slow convergence 
= 0. (53)
dx

for n → ∞. The second outer expansion to is obtained
by applying the Taylor expansion on the truncated trans-
stable function for x → ∞. The truncation of to depends
on α and there are two different cases. For α ≤ 1 it
converges to the exact solution of s(x; α) and for α > 1
it converges to the same solution at the tails of s(x; α).
To guarantee convergence, we need to take the limit as,
 
t(x; α) = lim lim tno (x; α, ) f or
→0 n→∞
Exchanging the order of the limits will affect the con-
vergence. The outer expansion that will be used is to ,
because it displays a faster convergence and it does not
exhibit wavelike behavior.
B. Steps to obtain the uniform solution
To obtain the uniform solution su the condition in
Eq. (52) needs to be satisfied. The inner expansion si
and the outer expansion to have to be multiplied with
an appropriate coefficient A(x) to obtain the asymptotic
solutions with a common matching value ym . These oper-
ations will allow us to obtain yout and yin . Consequently,
Eq. (51) will be applied to obtain the closed-form solution
of the stable distribution function.
Below the steps are explained to obtain the location of
the matching between the inner and the outer solutions
(xm , ym ), the coefficient A(x), and the uniform solution
su .
1. Finding inner and outer limit (xm , ym )
Considering si and to as good approximations to the
stable distribution function, we must require that the
inner and the outer expansions will be close enough be-
fore matching them [48]. Consequently, the point where
the matching between si and to takes place is (xm , ym )
and it represents the location where the minimal vertical
distance between the inner si and the outer solution to
occurs.
The distance function between si and s is defined as δi
and the distance function between to and s is δo . Con-
sequently, (xm , ym ) is the point where the Pythagorean
addition of these distances is minimal Eq. (53):
δi 2 (x; α, ) = (s(x; α) − si (x; α, )) ,
δo 2 (x; α, ) = (s(x; α) − to (x; α, )) ,
δ 2 (x; α, ) = δo 2 (x; α, ) + δi 2 (x; α, ),

xm
The xm value is obtained from the previous equation.
Then, ym is defined by the equidistant point between
both functions,
si (xm ) + to (xm )
ym = . (54)
2
x > 0. 2. Defining the inner and the outer solutions yin
and yout
To obtain the uniform solution su , the asymptotic
matching method based on boundary layer theorem [46]
is applied. Consequenlty, the inner solution yin and the
outer solution yout must have a matching asymptotic be-
haviour. More precisely, the limit of the outer solution
yout when x → 0 should correspond to the limit of the
inner solution yin when x → ∞. To obtain yin and yout
solutions, the series expansions si and to are multiplied
by an appropiate coefficients to meet the requirements of
matching asymptotic expansions, so the yin and yout are
defined as follows:
yin (x; α, , µ) = (si (x) − ym ) (1 − A(x; µ)) + ym , (55)
yout (x; α, , µ) = (to (x) − ym )A(x; µ) + ym , (56)
where the overlapping factor A(x) is defined as:
  
1 x − xm
A(x; µ) = 1 + tanh . (57)
2 µ
The A(x; µ) is used to smooth si and to and provides
them with a symmetric overlap section around xm and
gives yin and yout an asymptotic behaviour. The variable
µ determines the width of the overlap between yin and
yout .
It is easy to see that Eq. (55) and Eq. (56) satisfy
Eq. (52), where the limits of yout and yin converge to a
constant value ym .
3. Defining the Uniform Solution su
The inner solution yin Eq.(55) and the outer solution
yout in Eq.(56) were defined to fulfill the requirements
for matching asymptotic expansions. Then, Eq.(51) is
2 applied to obtain the uniform solution su ,
tno o (x; α, ) sni i (x; α, )
snui ,no (x; α, , µ) = + ....
2 2   2no
to (x; α, ) sni i (x; α, )

x − xm
....+ tanh − .
µ 2 2
(58)

4. Find the best su by choosing the most appropiate µ
The width of the overlap between yin and yout can be
optimized to obtain the closest solution su of the stable
distribution function. The most appropriate value of µ
needs to be obtained for each particular value of α. For
that, the least square method will be applied between the
original s(x; α) and the new closest solution su (x; α, , µ).
Applying Eq. (7) and (58) the following equation is ob-
tained:
N joining the inner solution yin with the outer solution yout .
X 2
L(µ) = (su (xi ; α, , µ) − s(xi ; α)) ,
i=1
where the N value represents the length of the sample
used to minimize L.
The similarity between the exact solution of s(x; α)
and the uniform solution su (x; α, , µ) is observed in Fig-
ure 13 and 14 for α = 0.75 and α = 1.80 respectively.
For α < 1, a good approximation between s(x; α) and
su (x; α, , µ) is obtained in the tails after mixing two dif-
ferent orders. The order for the inner solution is ni = 6,
which makes the solution concave upward. The order for
the outer solution is no = 17, which makes the solution
concave downward. This combination of orders will en-
sure a good matching asymptotic behaviour. For α > 1,
the uniform solution works well, and a good uniform so-
lution is obtained quickly with a lower order n = 6.
Lower orders can be used for both cases, where the
most important aspect to consider is the different con-
cavity between yin and yout for the matching asymptotic
behaviour. The concavity of the inner and outer solution
is defined by the trigonometric element in each solution.
100
(xm,ym)
Stable Function s
Inner Solution y in
Outer Solution y out
Uniform Solution s u
s(x; )
10-1
10-2
0 1 2 4 3 5 6 7
x ACKNOWLEDGMENTS
Figure 13. Uniform solution su for α = 0.75 as a result of
joining the inner solution yin with the outer solution yout .
The tolerance  = 10−6 , µ = 0.052 and ni = 6 and no = 17.
[1] Bruce D Malamud, Gleb Morein, and Donald L Turcotte.
Forest fires: an example of self-organized critical behav-
15
100 Stable Function s
Inner Solution y in
(xm,ym) Outer Solution y out
10-1 Uniform Solution s u
s(x; )
10-2
10-3
0 1 2 3 4 5 6 7
x
Figure 14. Uniform solution su for α = 1.80 as a result of
The tolerance  = 10−6 , µ = 0.4 and n = 8.
(59)
VI. CONCLUSIONS
In this paper we presented a uniform solution of the
stable distribution. This solution converges to the sta-
ble distribution function in the full range of x values
−∞ < x < ∞. This condition makes our uniform so-
lution more robust than previous analytical expressions
that were only applicable for extreme values x → 0 or
x → ∞. Also, our uniform solution removes the neg-
ative values obtained in previous numerical solutions of
the stable distribution function for all α values, which
makes this solution more reliable because a probability
density function must be always positive.
The uniform solution is the result of an asymptotic
matching between the inner and outer expansions. The
inner expansion results from the Taylor series expansion
of the characteristic function of the stable distribution
around x = 0. The outer expansion is obtained from
the Taylor expansion of the integrand of the trans-stable
function around t = 0. The convergence of these expan-
sions is guaranteed if the integrands are truncated, and
the speed of convergence depends on how is the trunca-
tion implemented.
For α ≤ 1, the uniform solution provides a good ap-
proximation for all the range of x values. Also, the nu-
merical integration of the trans-stable function consti-
tutes a second option which allows us to obtain a robust
numerical solution of the stable distribution function and
removes the oscillations. For α > 1, the uniform solution
provides an analytical solution of the stable distribution
function based on fast converging series.
F. Alonso-Marroquin thanks Hans J. Herrmann for
useful discussions and his hospitality in ETHZ.
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