Elliptical symmetry and characterization of operator-stable and operator semi-stable measures
In this paper the author presents a characterization of an elliptically symmetric full-operator semi-stable measure on a finite dimensional real vector space V. As a corollary certain properties of full operator-stable measures are obtained. The paper concludes with a theorem giving necessary and sufficient conditions for a full infinitely divisible measure \(\mu\) on V to be (a) operator-stable or (b) strictly operator semi-stable, these conditions being framed in terms of the quasi- decomposability group of \(\mu\).
scientific article; zbMATH DE number 3876282