POINT REGULARITY OF -STABLE DENSITY IN AND FISHER
INFORMATION
Abstract: In the paper we prove that the -th directional derivative of a -stable density
in the direction a can be estimated by
where
and
depends also on geometrical properties of the Lévy measure.
This inequality helps us to calculate the Fisher information of stable measures.
1991 AMS Mathematics Subject Classification: Primary -; Secondary -;
Key words and phrases: -