Elliptical symmetry and characterization of operator-stable and operator semi-stable measures (Q800012)
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English | Elliptical symmetry and characterization of operator-stable and operator semi-stable measures |
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Elliptical symmetry and characterization of operator-stable and operator semi-stable measures (English)
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1984
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In this paper the author presents a characterization of an elliptically symmetric full-operator semi-stable measure on a finite dimensional real vector space V. As a corollary certain properties of full operator-stable measures are obtained. The paper concludes with a theorem giving necessary and sufficient conditions for a full infinitely divisible measure \(\mu\) on V to be (a) operator-stable or (b) strictly operator semi-stable, these conditions being framed in terms of the quasi- decomposability group of \(\mu\).
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full-operator semi-stable measure
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infinitely divisible measure
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quasi- decomposability group
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