Complex Stable Sums of Complex Stable Random Variables

A definition of complex stable random variables is presented which includes earlier definitions as special cases. The class of complex stable random variables is characterized and is shown to be a subclass of the operator stable random variables. The exact conditions under which a sum of independent complex stable random variables is again complex stable are also found.

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Year of publication:	2001
Authors:	Hudson, William N. ; Veeh, Jerry Alan
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 77.2001, 2, p. 229-238
Publisher:	Elsevier
Keywords:	complex Gaussian random variables complex stable random variables operator stable probability measures infinitely divisible probability measures

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199327