Positive definite symmetric functions on finite-dimensional spaces II

Integral representations for the density functions of absolutely continuous [alpha]-symmetric random vectors are derived, and general methods for constructing new [alpha]-symmetric distributions are presented. An explicit formula, for determining the spectral measure of a symmetric stable random vector from its characteristic function, is obtained.

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Year of publication:	1985
Authors:	Richards, Donald St. P.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 3.1985, 6, p. 325-329
Publisher:	Elsevier
Keywords:	symmetric stable distribution spectral measure [alpha]-symmetric distribution spherical harmonics Tchebicheff polynomial

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

Persistent link: https://www.econbiz.de/10005074747