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