Characteristic functions of random variables attracted to 1-stable laws

Jon Aaronson, Manfred Heinz Denker

Research output: Contribution to journalArticle

21 Citations (Scopus)

Abstract

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

Original languageEnglish (US)
Pages (from-to)399-415
Number of pages17
JournalAnnals of Probability
Volume26
Issue number1
DOIs
StatePublished - Jan 1 1998

Fingerprint

Stable Laws
Domain of Attraction
Characteristic Function
Random variable
Characteristic function
Attraction
Random variables

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this

Aaronson, Jon ; Denker, Manfred Heinz. / Characteristic functions of random variables attracted to 1-stable laws. In: Annals of Probability. 1998 ; Vol. 26, No. 1. pp. 399-415.
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Characteristic functions of random variables attracted to 1-stable laws. / Aaronson, Jon; Denker, Manfred Heinz.

In: Annals of Probability, Vol. 26, No. 1, 01.01.1998, p. 399-415.

Research output: Contribution to journalArticle

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