Characteristic functions of random variables attracted to 1-stable laws

Jon Aaronson; Manfred Denker

doi:10.1214/aop/1022855426

Characteristic functions of random variables attracted to 1-stable laws

Jon Aaronson, Manfred Denker

Mathematics

Research output: Contribution to journal › Article › peer-review

27 Scopus citations

Abstract

The domain of attraction of a 1-stable law on ℝ^d is characterized by the expansions of the characteristic functions of its elements.

Original language	English (US)
Pages (from-to)	399-415
Number of pages	17
Journal	Annals of Probability
Volume	26
Issue number	1
DOIs	https://doi.org/10.1214/aop/1022855426
State	Published - Jan 1998

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

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title = "Characteristic functions of random variables attracted to 1-stable laws",

abstract = "The domain of attraction of a 1-stable law on ℝd is characterized by the expansions of the characteristic functions of its elements.",

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Characteristic functions of random variables attracted to 1-stable laws

Abstract

All Science Journal Classification (ASJC) codes

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