Operator ? Stable distributions with independent marginals

DOI10.1007/BF00542636MaRDI QIDQ3908228zbMATH OpenFDO

Authors William N. Hudson, J. David Mason, Howard G. Tucker

Publication date 1981

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00542636

zbMATH Keywords

operator-stable probability measuresupport of the Levy spectral measure

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Cites work

• Asymptotic independence in the multivariate central limit theorem
• Operator-stable laws
• Operator-stable laws: Multiple exponents and elliptical symmetry
• Operator-Stable Probability Distributions on Vector Groups

Cited in

(3)

• Independent marginals of infinitely divisible and operator semi-stable measures
• Infinitely divisible measures with independent marginals
• Independent Marginals of Operator Lévy's Probability Measures on Finite Dimensional Vector Spaces

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