Strictly operator-stable distributions

Ken-iti Sato

Journal of Multivariate Analysis, 1987, vol. 22, issue 2, 278-295

Abstract: Strictly operator-stable distributions are defined and discussed. Characterization of strictly stable distributions with exponent 1 is generalized to strictly ([alpha], Q)-stable distributions with [alpha] being an eigenvalue of Q.

Keywords: infinite; divisibility; stable; distributions (search for similar items in EconPapers)
Date: 1987
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Citations: View citations in EconPapers (2)

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