Multiparameter Shimizu equation

DOI10.1007/BF02398422MaRDI QIDQ1368812zbMATH OpenFDO

Authors Yu. S. Khokhlov

Publication date 2 December 1998

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02398422

zbMATH Keywords

characteristic functioncharacterization of distributionsintegral equation

Mathematics Subject Classification ID

Functional equations and inequalities (39B99) Characteristic functions; other transforms (60E10)

Review text

The author investigates the set of solutions of the integral equation \[ \log\widehat\mu(y)= \int^1_0 \log\widehat\mu(c^By)\kappa(dc) \] in the class of probability measures \(\mu\) in \(\mathbb{R}^d\). Here \(\widehat\mu\) is the characteristic function of \(\mu\), \(B\) is a matrix, \(\kappa\) is bounded Borel measure on \([0,1]\). In particular, the problem of characterization of distributions of independent identically distributed random vectors \(X_1,\dots, X_n\), \[ X_1\overset{\text{distr}} = C_1X_1+\cdots+ C_nX_n \] with diagonal matrices \(C_1,\dots, C_n\) is solved with the help of some properties of the mentioned integral equation. The main results are generalizations of the corresponding results for the one-dimensional case investigated by \textit{R. Shimizu} [Sankhyā, Ser. A 40, 319-332 (1978; Zbl 0422.62013)].

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Cites work

• scientific article; zbMATH DE number 3656947 (Why is no real title available?)
• On the domain of partial attraction of semi-stable distributions
• On the Extension of the Class of Stable Distributions
• Semi-stable probability measures on $R^{N}$
• Sur l'ensemble de puissances d'une loi de probabilité

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