Strictly operator-stable distributions

Strictly operator-stable distributions are defined and discussed. Characterization of strictly stable distributions with exponent 1 is generalized to strictly ([alpha], Q)-stable distributions with [alpha] being an eigenvalue of Q.

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Year of publication:	1987
Authors:	Sato, Ken-iti
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 22.1987, 2, p. 278-295
Publisher:	Elsevier
Subject:	infinite divisibility stable distributions

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

Persistent link: https://www.econbiz.de/10005199890