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Stable laws and Beurling kernels
Published online by Cambridge University Press: 25 July 2016
Abstract
We identify a close relation between stable distributions and the limiting homomorphisms central to the theory of regular variation. In so doing some simplifications are achieved in the direct analysis of these laws in Pitman and Pitman (2016); stable distributions are themselves linked to homomorphy.
Keywords
- Type
- Research Article
- Information
- Advances in Applied Probability , Volume 48 , Issue A: Probability, Analysis and Number Theory , July 2016 , pp. 239 - 248
- Copyright
- Copyright © Applied Probability Trust 2016
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