About 1923, the great mathematician Paul Lévy invented a family of probability distributions (laws) called "stable". If X and Y are independent randon variables with the law L, then for any constants a ＞ 0 and b, there exist constants c ＞ 0 and d such that the law of aX + bY is the same as cZ + d, where Z is a randon variable with the same law L.
展开▼
