Existence of joint moments of stable random variables

DOI10.1016/0167-7152(90)90013-WzbMath0704.60013OpenAlexW2078039522MaRDI QIDQ917137

Gennady Samorodnitsky, Murad S. Taqqu

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90013-w

zbMATH Keywords

integral representationstable random vectorexistence of moments

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Inequalities; stochastic orderings (60E15)

Related Items (1)

On the conditional variance for scale mixtures of normal distributions

Cites Work

• Extrema of skewed stable processes
• Properties of certain symmetric stable distributions

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