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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© 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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