Arbeitspapier

Stable Probability Distributions and their Domains of Attraction

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.

Language
Englisch

Bibliographic citation
Series: Tinbergen Institute Discussion Paper ; No. 97-089/4

Classification
Wirtschaft
Subject
Wahrscheinlichkeitsrechnung
Theorie

Event
Geistige Schöpfung
(who)
Geluk, J.L.
de Haan, Laurens F.M.
Event
Veröffentlichung
(who)
Tinbergen Institute
(where)
Amsterdam and Rotterdam
(when)
1997

Handle
Last update
10.03.2025, 11:42 AM CET

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Object type

  • Arbeitspapier

Associated

  • Geluk, J.L.
  • de Haan, Laurens F.M.
  • Tinbergen Institute

Time of origin

  • 1997

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