Functions of regular variation and freely stable laws |
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| Authors: | Hari Bercovici Vittorino Pata |
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| Institution: | (1) Department of Mathematics, Indiana University, 47405 Bloomington, Indiana, USA;(2) Dipartimento di Matematica, Università di Brescia, I-25133 Brescia, Italy |
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| Abstract: | Freely stable laws and their domains of attraction are characterized using the theory of functions of regular variation. The
results show a complete analogy with classical probability. In fact they can be used to provide an alternative proof of the
corresponding classical arguments.
The first author was supported in part by a grant from the National Science Foundation. |
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| Keywords: | Primary 46L50 60E07 Secondary 60E10 |
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