ISSN:
1572-9230
Keywords:
Multivariate stable distribution
;
normal distribution
;
characteristic exponent
;
random linear statistic
;
Marcinkiewicz theorem
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract LetX 1,X 2, ...,X n be independent and identically distributed random vectors inR d , and letY=(Y 1,Y 2, ...,Y n )′ be a random coefficient vector inR n , independent ofX j /′ . We characterize the multivariate stable distributions by considering the independence of the random linear statistic $$U = Y_1 X_1 + Y_2 X_2 + \cdot \cdot \cdot + Y_n X_n $$ and the random coefficient vectorY.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF02213449
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