Stable laws and Beurling kernels

Ostaszewski, Adam, Goldie, C.M. and Mijatović , A (2016) Stable laws and Beurling kernels. Advances in Applied Probability, 48 (A). pp. 239-248. ISSN 0001-8678

Preview

PDF - Accepted Version Download (309Kb) | Preview

• LSE expert's profile

• Published item via DOI

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 [PitP]; stable distributions are themselves linked to homomorphy.

Item Type:	Article
Official URL:	http://www.appliedprobability.org/
Additional Information:	© 2016 Applied Probability Trust
Library of Congress subject classification:	Q Science > QA Mathematics
Sets:	Departments > Mathematics
Date Deposited:	16 May 2016 15:43
URL:	http://eprints.lse.ac.uk/66526/

Actions (login required)

Record administration - authorised staff only