Positive definite symmetric functions on finite-dimensional spaces II

Donald St. P. Richards

Statistics & Probability Letters, 1985, vol. 3, issue 6, 325-329

Abstract: Integral representations for the density functions of absolutely continuous [alpha]-symmetric random vectors are derived, and general methods for constructing new [alpha]-symmetric distributions are presented. An explicit formula, for determining the spectral measure of a symmetric stable random vector from its characteristic function, is obtained.

Keywords: symmetric; stable; distribution; spectral; measure; [alpha]-symmetric; distribution; spherical; harmonics; Tchebicheff; polynomial (search for similar items in EconPapers)
Date: 1985
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