On the connections between weakly stable and pseudo-isotropic distributions
DOI10.1016/J.SPL.2008.03.016zbMATH Open1151.60307OpenAlexW2050916603MaRDI QIDQ952872FDOQ952872
Authors: B. H. Jasiulis, J. Misiewicz 
Publication date: 14 November 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.03.016
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Cites Work
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- Classes of measures closed under mixing and convolution. Weak stability
- Generalized convolutions II
- Weak stability and generalized weak convolution for random vectors and stochastic processes
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- Infinite divisibility of sub-stable processes. II: Logarithm of probability measure
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Cited In (12)
- Kendall random walk, Williamson transform, and the corresponding Wiener-Hopf factorization
- On convolutions and linear combinations of pseudo-isotropic distributions
- Every symmetric weakly-stable random vector is pseudo-isotropic
- Weakly stable vectors and magic distribution of S. Cambanis, R. Keener and G. Simons
- Portfolio theory for \(\alpha\)-symmetric and pseudoisotropic distributions: \(k\)-fund separation and the CAPM
- Classes of measures closed under mixing and convolution. Weak stability
- Title not available (Why is that?)
- Title not available (Why is that?)
- Limit property for regular and Weak Generalized Convolution
- Lévy process with substable increments via generalized convolution
- On weak generalized stability of random variables via functional equations
- Lévy processes and stochastic integrals in the sense of generalized convolutions
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