Positive definite symmetric functions on finite dimensional spaces. I. Applications of the Radon transform
An n-dimensional random vector X is said (Cambanis, S., Keener, R., and Simons, G. (1983). J. Multivar. Anal., 13 213-233) to have an [alpha]-symmetric distribution, [alpha] > 0, if its characteristic function is of the form [phi]([xi]1[alpha] + ... + [xi]n[alpha]). Using the Radon transform, integral representations are obtained for the density functions of certain absolutely continuous [alpha]-symmetric distributions. Series expansions are obtained for a class of apparently new special functions which are encountered during this study. The Radon transform is also applied to obtain the densities of certain radially symmetric stable distributions on n. A new class of "zonally" symmetric stable laws on n is defined, and series expansions are derived for their characteristic functions and densities.
Year of publication: |
1986
|
---|---|
Authors: | Richards, Donald St. P. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 19.1986, 2, p. 280-298
|
Publisher: |
Elsevier |
Keywords: | positive definite [alpha]-symmetric finite dimension Radon transform Gegenbauer polynomial stable distribution density functions Bessel function |
Saved in:
Saved in favorites
Similar items by person
-
Entropy inequalities for some multivariate distributions
Peddada, Shyamal Das, (1991)
-
Compact group actions, spherical bessel functions, and invariant random variables
Gross, Kenneth I., (1987)
-
Positive definite symmetric functions on finite-dimensional spaces II
Richards, Donald St. P., (1985)
- More ...