Independent marginals of operator-semistable and operator-stable probability measures

• Autorzy: Łuczak A.
• Języki publikacji: EN

Abstrakty

EN

We investigate independent marginals of full operator-semistable and operator-stable probability measures on finite-dimensional vector spaces. In particular, it is shown that for purely Poissonian operator-semistable and operator-stable distributions their independent marginals have decomposability properties of the same kind. Operator-semistability and operator-stability of independent marginals of Gaussian measures are studied in detail, and a description of independent marginals of an arbitrary operator-semistable or operator-stable distribution is obtained.

Słowa kluczowe

EN

full operator-semistable; probability measure; finite-dimensional vector spaces

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 1998
• Tom: Vol. 18, Fasc. 1
• Strony: 173--183
• Opis fizyczny: Bibliogr. 9 poz.

Twórcy

autor

Łuczak A.

• Faculty of Mathematics, Łódź University, ul. Stefana Banacha 22, 90-238 Łódź, Poland

Bibliografia

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