Probability laws with 1-stable marginals are 1-stable (Q1180584): Difference between revisions
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| Property / author: Gennady Samorodnitsky / rank | |||
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| Property / reviewed by: Arnold Janssen / rank | |||
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Latest revision as of 23:58, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probability laws with 1-stable marginals are 1-stable |
scientific article |
Statements
Probability laws with 1-stable marginals are 1-stable (English)
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27 June 1992
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The paper shows that a random vector \(X=(X_ 1,\dots,X_ d)\) is stable with index \(\alpha=1\) of stability iff all linear combinations \(\sum_{i=1}^ d C_ iX_ i\) are stable with respect to the same index. It is shown that the result is true for \(1<\alpha\leq 2\) but it is wrong for \(0<\alpha<1\). This settles a problem of \textit{R. M. Dudley} and \textit{M. Kanter} [Proc. Am. Math. Soc. 45, 245-252 (1974; Zbl 0297.60007)].
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stable measure
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stable marginals
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weak convergence
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