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A direct approach to the stable distributions
- Source :
- Advances in Applied Probability; July 2016, Vol. 48 Issue: 1 p261-282, 22p
- Publication Year :
- 2016
-
Abstract
- AbstractThe explicit form for the characteristic function of a stable distribution on the line is derived analytically by solving the associated functional equation and applying the theory of regular variation, without appeal to the general Lévy?Khintchine integral representation of infinitely divisible distributions.
Details
- Language :
- English
- ISSN :
- 00018678 and 14756064
- Volume :
- 48
- Issue :
- 1
- Database :
- Supplemental Index
- Journal :
- Advances in Applied Probability
- Publication Type :
- Periodical
- Accession number :
- ejs40848496
- Full Text :
- https://doi.org/10.1017/apr.2016.55