UNIVERSITY
OF WROCŁAW
 
Main Page
Contents of previous volumes
Forthcoming papers
General Information
Instructions for authors


VOLUMES
38.2 38.1 37.2 37.1 36.2 36.1 35.2
35.1 34.2 34.1 33.2 33.1 32.2 32.1
31.2 31.1 30.2 30.1 29.2 29.1 28.2
28.1 27.2 27.1 26.2 26.1 25.2 25.1
24.2 24.1 23.2 23.1 22.2 22.1 21.2
21.1 20.2 20.1 19.2 19.1 18.2 18.1
17.2 17.1 16.2 16.1 15 14.2 14.1
13.2 13.1 12.2 12.1 11.2 11.1 10.2
10.1 9.2 9.1 8 7.2 7.1 6.2
6.1 5.2 5.1 4.2 4.1 3.2 3.1
2.2 2.1 1.2 1.1
 
 
WROCŁAW UNIVERSITY
OF SCIENCE AND
TECHNOLOGY

Contents of PMS, Vol. 20, Fasc. 1,
pages 169 - 188
 

STABLE PROBABILITY DISTRIBUTIONS AND THEIR DOMAINS OF ATTRACTION: A DIRECT APPROACH

J. L. Geluk
L. DE Haan

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.

1991 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: Domain of attraction, (generalised) regular variation, characteristic function.

Download:    Abstract    Full text   Abstract + References