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 |
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Geluk, J.& de Haan, L. (1997). Stable Probability Distributions and their Domains of Attraction. In Tinbergen Institute Discussion Paper Series (TI 97-089/4).http://hdl.handle.net/1765/7796 |
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