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Characterization of Some Classes of Distributions Related to Operator Semi-stable Distributions

  • Joo, Sang Yeol (Department of Statistics, Kangwon National University) ;
  • Yoo, Young Ho (Department of Statistics, Kangwon National University) ;
  • Choi, Gyeong Suk (Department of Statistics, Kangwon National University)
  • Published : 2003.04.01

Abstract

For a positive integer m, operator m-semi-stability and the strict operator m-semi-stability of probability measures on R^d$ are defined. The operator m-semi-stability is a generalization of the definition of operator semi-stability with exponent Q. Characterization of strictly operator na-semi-stable distributions among operator m-semi-stable distributions is given. Translation of strictly operator m-semi-stable distribution is discussed.

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