Characterization of Multidimensional Stable Random Measures by Means of Vector Measures
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Cites work
- A characterization theorem for stable random measures
- A representation theorem for symmetric stable processes and stable measures on H
- Exchangeable stable random vectors and their simulations
- On dispersion of stable random vectors and its application in the prediction of multivariate stable processes
- Some Structure Theorems for the Symmetric Stable Laws
- Some remarks on multivariate stable distributions
- The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
Cited in
(6)- A representation for characteristic functionals of stable random measures with values in Sazonov spaces
- Multivariate and multiradial Schoenberg measures with their dimension walks
- Vector random stable measures and random integrals.
- Theorems on convergence of stochastic integrals distributions to signed measures and local limit theorems for large deviations
- A characterization theorem for stable random measures
- Construction and characterization of stationary and mass-stationary random measures on \(\mathbb{R}^d\)
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