Template-Type: ReDIF-Paper 1.0
Series: Tinbergen Institute Discussion Papers
Creation-Date: 1997-09-11
Number: 97-089/4
Author-Name: J.L. Geluk
Author-Name: Laurens F.M. de Haan
Author-Workplace-Name: Erasmus University Rotterdam
Title: Stable Probability Distributions and their Domains of Attraction
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.
File-Url: https://papers.tinbergen.nl/97089.pdf
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Handle: RePEc:tin:wpaper:19970089