Probability laws with 1-stable marginals are 1-stable (Q1180584): Difference between revisions

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)].