Characteristic functions of random variables attracted to 1-stable laws

Jon Aaronson, Manfred Denker

Research output: Contribution to journalArticle

22 Scopus citations

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 1998

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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