DOI QR코드

DOI QR Code

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

  • 발행 : 2003.04.01

초록

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.

키워드

참고문헌

  1. J. Korean Math. Soc. v.38 Characterization of strictly operator semi-stable distributions Choi, G. S.
  2. Bull. Korean Math. Soc. v.37 Representation of operator semi-stable distributions Choi, G. S.
  3. Japan. J. Math. v.21 Characterization of some classes of multidimensional distributions related to semi-stable distributions Choi, G. S.
  4. Mathematica Slovaca v.39 Characterization of operator-semi-stable distributions Chorny, V.
  5. Litovsk.Mat.Sb. v.20-2 Generalized semistable probability distributions Krapavickaite, D.
  6. Lithuanian Math.J. v.20 English translation Krapavickaite, D. https://doi.org/10.1007/BF00966576
  7. Litovsk. Mat. Sb. v.20-4 Certain classes of probability distributions Krapavickaite, D.
  8. Lithuanian Math. J. v.20 English translation Krapavickaite, D. https://doi.org/10.1007/BF00967671
  9. Studia Math. v.61 Semi-stable probability measures on $R^N$ Jajte, R.
  10. Theorie de l'addition des variables aleatoires ($2^e$ ed.) L $\'{e}$ vy, P.
  11. Ukrain. Math. Statist. and Pro. v.5 Linear forms and statistical criteria(in Russian) Linnik, Y.
  12. Selected Translations in Math. Statist. and Pro.(English translation) v.3 Linnik, Y.
  13. Sankhya, Ser. A v.32 Solution of functional equations arising in some regression problems and a characterizations the Cauchy law Ramachandran, B.;Rao, C. R.
  14. L $\'{e}$ vy Processes and Infinitely Divisible Distributions Sato, K.
  15. J. Multivar. Anal. v.22 Strictly operator-stable distributions Sato, K. https://doi.org/10.1016/0047-259X(87)90091-1
  16. Technical Report Series, Lab.Res. Statist. Probab. Carleton Unvi. and Univ Ottawa no.54 Lectures on multivariate infinitely divisible distributions and operator-stable processes Sato, K.
  17. Nagoya. Math. J. v.97 Completely operator-selfdecomposable distribut-ions and operator-stable distributions Sato, K.;Yamazato, M.
  18. Trans. Amer. Math. Soc. v.136 Operator-stable probability distributions on vector groups Sharpe, M. https://doi.org/10.2307/1994700
  19. Ann. Inst. Statist. Math. v.20 Characteristic function satisfying a functional equation I Shimizu, R. https://doi.org/10.1007/BF02911635
  20. Sankhy a, Ser.A v.40 Solution to a functional equation and its application to some characterization problem Shimizu, R.
  21. Sankhy a, Ser.A v.43 General characterization theorems for the Weibull and stable distributions Shimizu, R.;Davies, L.