Stable Probability Distributions and their Domains of Attraction

The theory of stable probability distributions and their domains of attraction is derived in a direct way(avoiding the usual route via infinitely divisible distributions) using Fourier transforms. Regularly varyingfunctions play an important role in the exposition.

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Year of publication:	1997
Authors:	Geluk, J.L. ; de Haan, Laurens F.M.
Publisher:	Amsterdam and Rotterdam : Tinbergen Institute
Subject:	Wahrscheinlichkeitsrechnung \| Theorie

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Series:	Tinbergen Institute Discussion Paper ; 97-089/4
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	782604161 [GVK] hdl:10419/85751 [Handle] RePEc:dgr:uvatin:19970089 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010324723