Probability laws with 1-stable marginals are 1-stable (Q1180584): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1214/aop/1176990235 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1968278671 / rank | |||
Normal rank | |||
Latest revision as of 22:58, 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)
0 references
27 June 1992
0 references
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)].
0 references
stable measure
0 references
stable marginals
0 references
weak convergence
0 references
