The symmetry group and exponents of operator stable probability measures (Q1082708)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The symmetry group and exponents of operator stable probability measures |
scientific article |
Statements
The symmetry group and exponents of operator stable probability measures (English)
0 references
1986
0 references
Let \(\mu\) be an operator-stable probability measure on a finite- dimensional real vector space \({\mathcal V}\). The role of the index in the one-dimensional case is played by an invertible linear operator \({\mathcal B}\) on \({\mathcal V}\) called the exponent of \(\mu\). There exist exponents of \(\mu\) which commute with every operator in the measure's symmetry group. This result is used to find the representation of the Levy measure of \(\mu\) which does not depend on the choice of an exponent.
0 references
operator-stable probability measure
0 references
Levy measure
0 references