Stable Probability Distributions and their Domains of Attraction
1997-08-15
Research Paper
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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 varying functions play an important role in the exposition.
Keywords
Automatically Extracted Terms
- function
- distribution
- theorem
- lemma
- proof
- limit
- right hand side
- result
- remark
- probability
- order
- integral
- theory
- t 2 rv
- h 2 rv
- cos t x
- statement
- sequence
- relation
- feller 6
