On symmetric stable random variables and matrix transposition

zbMath0856.60020MaRDI QIDQ1332276

Marc Yor, Shiqi Song, Catherine Donati-Martin

Publication date: 10 October 1994

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1994__30_3_397_0

zbMATH Keywords

symmetric stable distributionmatrix transpositionstable variables

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Brownian motion (60J65) Diffusion processes (60J60)

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