Operator-stable laws

DOI10.1016/0047-259X(81)90086-5zbMath0466.60016MaRDI QIDQ1155298

William N. Hudson, J. David Mason

Publication date: 1981

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

central limit theoremmultivariate stableoperator stable

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05)

Related Items (20)

Completely operator-selfdecomposable distributions and operator-stable distributions ⋮ Supplements to operator-stable and operator-semistable laws on Euclidean spaces ⋮ Limit theorems related to a class of operator-self-similar processes ⋮ Operator-self-similar stable processes ⋮ Strictly operator-stable distributions ⋮ Moments of distributions attracted to operator-stable laws ⋮ Rates of convergence in the operator-stable limit theorem ⋮ Exponents, symmetry groups and classification of operator fractional Brownian motions ⋮ Integral representations and properties of operator fractional Brownian motions ⋮ Centering problems for probability measures on finite-dimensional vector spaces ⋮ On multivariate fractional random fields: tempering and operator-stable laws ⋮ Affine normability of partial sums of I.I.D. random vectors: A characterization ⋮ Complex stable sums of complex stable random variables ⋮ Moment of Lévy measure of operator-stable law ⋮ Polar decomposition of scale-homogeneous measures with application to Lévy measures of strictly stable laws ⋮ Operator ? Stable distributions with independent marginals ⋮ Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type ⋮ Infinitely divisible measures with independent marginals ⋮ Absolute continuity of operator-self-decomposable distributions on \(R^ n\) ⋮ Multiple points of dilation-stable Lévy processes

Cites Work

• Unnamed Item
• Operator-stable distributions and stable marginals
• More on equivalence of infinitely divisible distributions
• Remarks on operator-stable measures
• Operator-Stable Probability Distributions on Vector Groups

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