On stability of probability laws with univariate stable marginals
- Cite this article as:
- Giné, E. & Hahn, M.G. Z. Wahrscheinlichkeitstheorie verw Gebiete (1983) 64: 157. doi:10.1007/BF01844604
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Examples of D. Marcus in ℝ2 dispel the belief that a probability measure on ℝd is stable if and only if all its univariate marginals are stable. However, in ℝd (in fact, in fairly general linear spaces), a probability measure whose two-dimensional marginals are all infinitely divisible is stable if and only if all its univariate marginals are stable.