A characterization of symmetric stable distributions (Q294892)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A characterization of symmetric stable distributions |
scientific article |
Statements
A characterization of symmetric stable distributions (English)
0 references
16 June 2016
0 references
Summary: Characterization problems in probability are studied here. Using the characteristic function of an additive convolution we generalize some known characterizations of the normal distribution to stable distributions. More precisely, if a distribution of a linear form depends only on the sum of powers of the certain parameters, then we obtain symmetric stable distributions.
0 references
additive convolution
0 references
stable distribution
0 references
0 references
