Complex Stable Sums of Complex Stable Random Variables

William N. Hudson and Jerry Alan Veeh

Journal of Multivariate Analysis, 2001, vol. 77, issue 2, 229-238

Abstract: A definition of complex stable random variables is presented which includes earlier definitions as special cases. The class of complex stable random variables is characterized and is shown to be a subclass of the operator stable random variables. The exact conditions under which a sum of independent complex stable random variables is again complex stable are also found.

Keywords: complex; Gaussian; random; variables; complex; stable; random; variables; operator; stable; probability; measures; infinitely; divisible; probability; measures (search for similar items in EconPapers)
Date: 2001
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