Stable probability distributions and their domains of attraction: A direct approach (Q2772046)
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scientific article; zbMATH DE number 1706589
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| English | Stable probability distributions and their domains of attraction: A direct approach |
scientific article; zbMATH DE number 1706589 |
Statements
18 February 2002
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stable measure
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domain of attraction
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regular variation
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characteristic function
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0.91462266
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0.9139117
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0.9116627
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Stable probability distributions and their domains of attraction: A direct approach (English)
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The treatment is analytical, using characteristic functions (and properties of regularly varying functions), and self-contained in the sense that no use is made of the theory of infinitely divisible distributions and the general central limit theorem. Concerning the limit theory, the part of sufficient conditions for convergence, it may be mentioned the different approach developed by \textit{R. LePage, M. Woodroofe} and \textit{J. Zinn} [Ann. Probab. 9, 624-632 (1981; Zbl 0465.60031)] which moreover is useful in the dependent case [see \textit{R. A. Davis} and \textit{T. Hsing}, ibid. 23, No. 2, 879-917 (1995; Zbl 0837.60017) and the references therein].
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