SECOND-ORDER REGULAR VARIATION AND THE DOMAIN OF ATTRACTION OF STABLE DISTRIBUTIONS

DOI10.1524/anly.2000.20.4.359zbMath0974.60005MaRDI QIDQ4761302

J. L. Geluk, Liang Peng

Publication date: 16 December 2001

Published in: Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1524/anly.2000.20.4.359

zbMATH Keywords

regular variation; characteristic function; stable distributions; second-order regular variation; tails of a distribution; Abelian-Tauberian theorem

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60E10: Characteristic functions; other transforms

60E05: Probability distributions: general theory

26A12: Rate of growth of functions, orders of infinity, slowly varying functions