Abstract
We study the extent to which the property of semistability of a random vector in ℜd is determined by semistability of its marginals, and the place of semistable laws within the family of type G and sub-stable laws. Similarities and differences between stable and semistable laws are discussed.
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Maejima, M., Samorodnitsky, G. Certain Probabilistic Aspects of Semistable Laws. Annals of the Institute of Statistical Mathematics 51, 449–462 (1999). https://doi.org/10.1023/A:1003993904386
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DOI: https://doi.org/10.1023/A:1003993904386