On characterization of multivariate stable distributions via random linear statistics

DOI10.1007/BF02213449zbMath0815.62031MaRDI QIDQ1345073

Wei-Bing Zeng

Publication date: 26 February 1995

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

independencecharacterizationscharacteristic functionexamplesstrictly stable distributionsMarcinkiewicz theoremrandom linear statistic

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characteristic functions; other transforms (60E10)

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On a characteristic property of generalized Pareto distributions, extreme value distributions and their max domains of attraction ⋮ Recursive integral equations for random weights averages: exponential functions and Cauchy distribution

Cites Work

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• A note on characterizations of multivariate stable distributions
• Some remarks on multivariate stable distributions
• On identically distributed linear statistics
• Characterization of multivariate distributions through a functional equation of their characteristic functions
• Stochastic monotonicity and Slepian-type inequalities for infinitely divisible and stable random vectors
• Multivariate stable distributions
• The Characteristic Properties of Normal and Stable Distributions

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