Characteristic functions of random variables attracted to $1$-stable laws
نویسندگان
چکیده
منابع مشابه
Characteristic Functions of Random Variables Attracted to 1{stable Laws
The domain of attraction of a 1-stable law on R d is characterised by the expansions of the characteristic functions of its elements. k=1 X k , are given by the well known stable laws. ((Le], G-K], I-L]). A probability distribution function F on R d is called stable if for all a; b > 0 there are c > 0 and v 2 R d such that F a F b (x) = F c (x ? v) (x 2 R d) where F s (x) = F(x=s) (x 2 R d ; s ...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1998
ISSN: 0091-1798
DOI: 10.1214/aop/1022855426