=+The remaining problems require the notion of a stable law. A distribution function F is stable if
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=+The remaining problems require the notion of a stable law. A distribution function F is stable if for each n there exist constants a ,, and b ,.,
a, > 0, such that, if X1 .. ., X ,, are independent and have distribution function F, then
a, '(X,
+ · · · +X.) + b ,, also has distribution function F.
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Related Book For 
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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