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Abstrakty
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.
Czasopismo
Rocznik
Tom
Strony
173--183
Opis fizyczny
Bibliogr. 9 poz.
Twórcy
autor
- Faculty of Mathematics, Łódź University, ul. Stefana Banacha 22, 90-238 Łódź, Poland
Bibliografia
- [1] W. N. Hudson and J. D. Mason, Operator-stable laws, J. Multivariate Anal. 11 (1981), pp. 434-447.
- [2] — and H. G. Tucker, Operator-stable distributions with independent marginals, Z. Wahrsch. verw. Gebiete 58 (1981), pp. 285-297.
- [3] R. Jajte, Semi-stable probability measures on RN, Studia Math. 61 (1977), pp. 29-39.
- [4] Z. J. Jurek and J. D. Mason, Operator-Limit Distributions in Probability Theory, Wiley, New York 1993.
- [5] A. Łuczak, Operator semi-stable probability measures on RN, Colloq. Math. 45 (1981), pp. 287-300; Corrigenda to “Operator semi-stable probability measures on RN”, ibidem 52 (1987), pp. 167-169.
- [6] — Independent marginals of infinitely divisible and operator semi-stable measures, J. Multivariate Anal. 28 (1989), pp. 9-19.
- [7] K. R. Parthasarathy, Probability Measures on Metric Spaces, Academic Press, New York 1967.
- [8] M. Sharpe, Operator stable probability distributions on vector groups, Trans. Amer. Math. Soc. 136 (1969), pp. 51-65.
- [9] J. A. Veeh, Infinitely divisible measures with independent marginals, Z. Wahrsch. verw. Gebiete 61 (1982), pp. 303-308.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-9030e314-b393-4dde-8825-b8f9db709ab3