Stable Probability Distributions and their Domains of Attraction

J.L. Geluk and Laurens F.M. de Haan
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Laurens F.M. de Haan: Erasmus University Rotterdam

No 97-089/4, Tinbergen Institute Discussion Papers from Tinbergen Institute

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 varyingfunctions play an important role in the exposition.

Date: 1997-09-11
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