Document Type
Discussion Paper
Publication Date
12-1-1980
CFDP Number
567
CFDP 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.
Recommended Citation
Phillips, Peter C.B., "Characteristic Functions and the Tail Behavior of Probability Distributions" (1980). Cowles Foundation Discussion Papers. 803.
https://elischolar.library.yale.edu/cowles-discussion-paper-series/803