Exact distribution of the product and the quotient of two stable Lévy random variables

P. N. Rathie, L. C. de S.M. Ozelim, C. E. G. Otiniano

Communications in Nonlinear Science and Numerical Simulation 36 (2016) 204-218

https://doi.org/10.1016/j.cnsns.2015.11.012

In the present paper, the exact probability density function and cumulative distribution function of the product and the quotient of two independent stable Lévy random variables are derived in terms of the H-function. For practical applications, a routine in the Mathematica software has been developed for the evaluation of the H- function. Finally, numerical experiments are carried out to show the accuracy and correctness of the expressions hereby deduced.