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.
| Additional Metadata | |
|---|---|
| , , | |
| hdl.handle.net/1765/7796 | |
| Tinbergen Institute Discussion Paper Series | |
| Organisation | Tinbergen Institute |
