Operator-Stable Distribution on $R^2$ with Multiple Exponents
Hudson, William N. ; Mason, J. David
Ann. Probab., Tome 9 (1981) no. 6, p. 482-489 / Harvested from Project Euclid
Operator-stable distributions are the $n$-dimensional analogues of stable distributions when nonsingular matrices are used for scaling. Every full operator-stable distribution $\mu$ has an exponent, that is, a nonsingular linear transformation $A$ such that for every $t > 0 \mu^t = \mu t^{-A}\ast\delta(a(t))$ for some function $a: (0, \infty) \rightarrow R^n$. Full operator-stable distributions on $R^2$ have multiple exponents if and only if they are elliptically symmetric; in this case the characteristic functions are of the form $\exp\{iy'Vw - c|Vy|^\gamma\}$ where $V$ is positive-definite and self-adjoint, $0, < \gamma \leq 2, c > 0$, and $w$ is a point in $R^2$.
Publié le : 1981-06-14
Classification:  Operator-stable distributions,  multivariate stable laws,  central limit theorem,  60E05
@article{1176994420,
     author = {Hudson, William N. and Mason, J. David},
     title = {Operator-Stable Distribution on $R^2$ with Multiple Exponents},
     journal = {Ann. Probab.},
     volume = {9},
     number = {6},
     year = {1981},
     pages = { 482-489},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994420}
}
Hudson, William N.; Mason, J. David. Operator-Stable Distribution on $R^2$ with Multiple Exponents. Ann. Probab., Tome 9 (1981) no. 6, pp.  482-489. http://gdmltest.u-ga.fr/item/1176994420/