The Annals of Probability

Characteristic functions of random variables attracted to $1$-stable laws

Jon Aaronson and Manfred Denker

Full-text: Open access

Abstract

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

Article information

Source
Ann. Probab., Volume 26, Number 1 (1998), 399-415.

Dates
First available in Project Euclid: 31 May 2002

Permanent link to this document
https://projecteuclid.org/euclid.aop/1022855426

Digital Object Identifier
doi:10.1214/aop/1022855426

Mathematical Reviews number (MathSciNet)
MR1617056

Zentralblatt MATH identifier
0937.60005

Subjects
Primary: 60E07: Infinitely divisible distributions; stable distributions 60E10: Characteristic functions; other transforms 60F05: Central limit and other weak theorems

Keywords
Stable distribution domain of attraction expansion of characteristic function

Citation

Aaronson, Jon; Denker, Manfred. Characteristic functions of random variables attracted to $1$-stable laws. Ann. Probab. 26 (1998), no. 1, 399--415. doi:10.1214/aop/1022855426. https://projecteuclid.org/euclid.aop/1022855426


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References

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