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Normality of a multidimensional infinitely divisible distribution which coincides with a normal distribution in a cone

Part of the Lecture Notes in Mathematics book series (LNM,volume 1155)

Keywords

  • Quadratic Form
  • Entire Function
  • Open Cone
  • Divisible Distribution
  • Large Positive Integer

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References

  1. Rossberg H.-J. On a problem of Kolmogorov concerning the normal distribution (in Russian).-Teor. veroyatn i primen., 1974, 19, N 4, p.824–828.

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  2. Siegel G. Characterization of a Gaussian distribution in the set of infinitely divisible distributions on a Hilbert space.-Math. Nachr., 1983, 110, p.37–42.

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  3. Linnik Yu.V., Ostrrovskii I.V. Decomposition of random variables and vectors. Amer. Math. Soc., Providence, R.I., 1977.

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  4. Ioffe A.D., Tihomirov V.M. (in Russian).-Theory of extremal problems.-M.,Nauka, 1974.

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© 1985 Springer-Verlag

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Il'inskii, A.I. (1985). Normality of a multidimensional infinitely divisible distribution which coincides with a normal distribution in a cone. In: Kalashnikov, V.V., Zolotarev, V.M. (eds) Stability Problems for Stochastic Models. Lecture Notes in Mathematics, vol 1155. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0074812

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  • DOI: https://doi.org/10.1007/BFb0074812

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-15985-8

  • Online ISBN: 978-3-540-39686-4

  • eBook Packages: Springer Book Archive