About the density of spectral measure of the two-dimensional SaS random vector
Marta Borowiecka-Olszewska ; Jolanta K. Misiewicz
Discussiones Mathematicae Probability and Statistics, Tome 23 (2003), p. 77-81 / Harvested from The Polish Digital Mathematics Library
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In this paper, we consider a symmetric α-stable p-sub-stable two-dimensional random vector. Our purpose is to show when the function exp-(|a|p+|b|p)α/p is a characteristic function of such a vector for some p and α. The solution of this problem we can find in [3], in the language of isometric embeddings of Banach spaces. Our proof is based on simple properties of stable distributions and some characterization given in [4].

Publié le : 2003-01-01
EUDML-ID : urn:eudml:doc:287633 
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Marta Borowiecka-Olszewska; Jolanta K. Misiewicz. About the density of spectral measure of the two-dimensional SaS random vector. Discussiones Mathematicae Probability and Statistics, Tome 23 (2003) pp. 77-81. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1037/

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