A direct approach to the stable distributions

E. J. G. Pitman; Jim Pitman

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arXiv · 1604.07350

A direct approach to the stable distributions

E. J. G. Pitman·Jim Pitman

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Abstract

The explicit form for the characteristic function of a stable distribution on the line is derived analytically by solving the associated functional equation and applying theory of regular variation, without appeal to the general L\'evy-Khintchine integral representation of infinitely divisible distributions.

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E. J. G. Pitman, Jim Pitman. 2016-04-25. A direct approach to the stable distributions. https://arxiv.org/abs/1604.07350

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