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Stable Probability Distributions and their Domains of Attraction

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Author Info
J.L. Geluk
Laurens F.M. de Haan (Erasmus University Rotterdam)
Abstract

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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Publisher Info
Paper provided by Tinbergen Institute in its series Tinbergen Institute Discussion Papers with number 97-089/4.

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Date of creation: 11 Sep 1997
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Handle: RePEc:dgr:uvatin:19970089

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Web page: http://www.tinbergen.nl/

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