Characterizations of Stable Laws Based on a Number Theoretic Result
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Publication:5290388
DOI10.1081/STA-200038828zbMath1098.60025MaRDI QIDQ5290388
Damodar N. Shanbhag, C. Radhakrishna Rao
Publication date: 28 April 2006
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sta-200038828
Deny's theorem; self-decomposability; discrete stability; generalized hyperbolic distribution; Lau-Rao theorem; Multivariate stable distribution
60E07: Infinitely divisible distributions; stable distributions
62E10: Characterization and structure theory of statistical distributions
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Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability, Generalized integrated Cauchy functional equation with applications to probability models
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