1997-08-15
Stable Probability Distributions and their Domains of Attraction
Publication
Publication
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.
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hdl.handle.net/1765/7796 | |
Tinbergen Institute Discussion Paper Series | |
Organisation | Tinbergen Institute |