Operator-stable distribution on R^ 2 with multiple exponents

DOI10.1214/AOP/1176994420MaRDI QIDQ1154732zbMATH OpenOpenAlexFDO

Authors William N. Hudson, J. David Mason

Publication date 1981

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176994420

zbMATH Keywords

central limit theoremmultivariate stable lawsoperator-stable distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Cited in

(3)

• Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
• On the Existence and Convergence of Pseudomoments for Variables in the Domain of Normal Attraction of an Operator Stable Distribution
• Complex stable sums of complex stable random variables

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