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Appendix Multidimensional infinitely divisible variables and processes. Part I: Stable case

Technical report #292, statistics department, Stanford, 1980

Part of the Lecture Notes in Mathematics book series (LNM,volume 1391)

Abstract

Elementary series constructions, involving a Poisson process, are obtained for multi-dimensional stable variables and random functions. Symmetric stable laws are shown to be mixtures of Gaussian laws.

AMS 1970 Subject Classifications

  • Primary 60E07
  • Secondary 62E10

Partially supported by National Science Foundation MCS 78-26143, and the Office of Naval Research N00014-76-C-0475.

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References

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© 1989 Springer-Verlag

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LePage, R. (1989). Appendix Multidimensional infinitely divisible variables and processes. Part I: Stable case. In: Cambanis, S., Weron, A. (eds) Probability Theory on Vector Spaces IV. Lecture Notes in Mathematics, vol 1391. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083389

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  • DOI: https://doi.org/10.1007/BFb0083389

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-51548-7

  • Online ISBN: 978-3-540-48244-4

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