Stable laws and Beurling kernels
Probability
2016-06-15 v1
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.
Cite
@article{arxiv.1606.04307,
title = {Stable laws and Beurling kernels},
author = {Adam J. Ostaszewski},
journal= {arXiv preprint arXiv:1606.04307},
year = {2016}
}
Comments
Version with section 4 and Appendix omitted to appear in Adv. Appl. Prob. 48A (2016)