Characterization of strictly operator semi-stable distributions
The author investigates some properties of strictly operator semistable distributions. These distributions possess some features of operator stable distributions on the one hand and of semistable distributions on the other. The reader can consult: \textit{M. Sharpe} [Trans. Am. Math. Soc. 136, 51-65 (1969; Zbl 0192.53603)] with respect to the notion of operator stable distribution, \textit{V. Chorny} [Theory Probab. Appl. 31, 703-705 (1987); translation from Teor. Veroyatn. Primen. 31, No. 4, 795-797 (1986; Zbl 0624.60009)] with respect to the notion of operator semistable distribution, \textit{P. Lévy} [``Théorie de l'addition des variables aléatoires (1954; Zbl 0056.35903)], \textit{R. Shimizu} [Ann. Inst. Stat. Math. 22, 245-255 (1970; Zbl 0236.60020)] and \textit{V. M. Kruglov} [Theory Probab. Appl. 17, 685-694 (1972); translation from Teor. Veroyatn. Primen. 17, 723-732 (1973; Zbl 0279.60035)] with respect to the notion of semistable distribution. NEWLINENEWLINENEWLINELet \(0<b<1\) and \(Q\) be a linear operator defined on the \(n\)-dimensional Euclidean space \(R^n\) whose eigenvalues have positive real parts. The infinitely divisible distribution \(\mu\) is said to be strictly \((Q,b)\)-semistable if the identity \(\mu^n=b^Q\mu\) holds, where NEWLINE\[NEWLINE b^Q=\sum_{k=0}^{\infty}{(\log b)^k\over k!} Q^k, \qquad b^Q\mu(A)=\mu(\{x\colon b^Qx\in A\}), NEWLINE\]NEWLINE \(\mu^n\) is the convolution of \(n\) copies of \(\mu\) and \(Q^k\) is the product of \(n\) copies of \(Q\). The infinitely divisible distribution \(\mu\) is said to be \((Q,b)\)-semistable if \(\mu^n\) is the convolution of \(b^Q\mu\) and the distribution \(\delta_c\) concentrated at some point \(c\in R^n\). The author pays his main attention to some characterizations of strictly \((Q,b)\)-semistable distributions and some possible relations between them and \((Q,b)\)-semistable distributions.
- scientific article; zbMATH DE number 4092455
- Strictly operator-stable distributions
- Operator Semi-Stable Distributions
- scientific article; zbMATH DE number 1455341
- scientific article; zbMATH DE number 3864187
- Operator-Semistable Distributions on ${\bf R}^d$
- scientific article; zbMATH DE number 4013614
- On operator semi-stable distributions on R^N
- scientific article; zbMATH DE number 2219501
- Operator-Stable Distributions in Separable Banach Spaces
- Strictly operator-stable distributions
- Completely operator semi-selfdecomposable distributions
- Semistable distributions in \({\mathbb{R}}^ d\)
- Some results on subordination, selfdecomposability and operator semi-stability
- Characterizations of F-stable and F-semistable distributions
- On operator semi-stable distributions on R^N
- scientific article; zbMATH DE number 4092455 (Why is no real title available?)
- scientific article; zbMATH DE number 482626 (Why is no real title available?)
- scientific article; zbMATH DE number 1455341 (Why is no real title available?)
- scientific article; zbMATH DE number 890873 (Why is no real title available?)
- Operator Semi-Stable Distributions
- scientific article; zbMATH DE number 2219501 (Why is no real title available?)
This page was built for publication: Characterization of strictly operator semi-stable distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2708264)
