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WROCŁAW UNIVERSITY
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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.

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