Stable laws and Beurling kernels

Ostaszewski, A.ORCID logo (2016). Stable laws and Beurling kernels. Advances in Applied Probability, 48(A), 239-248. https://doi.org/10.1017/apr.2016.53
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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
Copyright holders © 2016 Applied Probability Trust
Departments LSE > Academic Departments > Mathematics
DOI 10.1017/apr.2016.53
Date Deposited 16 May 2016
Acceptance Date 16 May 2016
URI https://researchonline.lse.ac.uk/id/eprint/66526

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