CFDP 567

Characteristic Functions and the Tail Behavior of Probability Distributions

Author(s): 

Publication Date: December 1980

Pages: 10

Abstract: 

The theory of Fourier transforms of generalized functions is used to extract general formulas for the tail behavior of a probability distribution from the behavior of its characteristic function in the locality of the origin. The theory is applied to develop asymptotic formula for the tails of the stable distributions.

See CFP: 622