The power law is present ubiquitously in nature and in our societies. Therefore, it is important to investigate the characteristics of power laws in the current era of big data. In this paper we prove that the superposition of non-identical stochastic processes with power laws converges in density to a unique stable distribution. This property can be used to explain the universality of stable laws that the sums of the logarithmic returns of non-identical stock price fluctuations follow stable distributions.