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A note on the characterization of the multivariate normal distribution

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The multivariate normal distribution is characterized in the class of infinitely divisible distributions.

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References

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  • Dwass, M., andH. Teicher: On infinitely divisible random vectors. Ann. Math. Stat.28, 1957, 461–470.

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Authors and Affiliations

  1. CIBA-GEIGY Research Centre, 400 063, Bombay, India

    Sh. Talwalker

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  1. Sh. Talwalker
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Talwalker, S. A note on the characterization of the multivariate normal distribution. Metrika 26, 25–30 (1979). https://doi.org/10.1007/BF01893467

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  • DOI: https://doi.org/10.1007/BF01893467

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