A note on stability of multivariate distributions.
Stochastica, Tome 13 (1992) no. 1, p. 145.
Voir la notice de l'article dans European Digital Mathematics Library
In this note we give an elementary proof of a characterization for stability of multivariate distributions by considering a functional equation.
Classification :
62H05, 62E10, 39B99
Mots-clés : Distribuciones multivariantes, Ecuación funcional de Cauchy, Estabilidad, characterization, Lau-Rao theorem, Shanbhag's lemma, Choquet-Deny theorem, multivariate stable distributions
Mots-clés : Distribuciones multivariantes, Ecuación funcional de Cauchy, Estabilidad, characterization, Lau-Rao theorem, Shanbhag's lemma, Choquet-Deny theorem, multivariate stable distributions
@article{STO_1992__13_1_39289, author = {Wei-Bin Zeng}, title = {A note on stability of multivariate distributions.}, journal = {Stochastica}, pages = {145}, publisher = {mathdoc}, volume = {13}, number = {1}, year = {1992}, mrnumber = {MR1197334}, zbl = {0785.62054}, language = {en}, url = {https://geodesic-test.mathdoc.fr/item/STO_1992__13_1_39289/} }
Wei-Bin Zeng. A note on stability of multivariate distributions.. Stochastica, Tome 13 (1992) no. 1, p. 145. https://geodesic-test.mathdoc.fr/item/STO_1992__13_1_39289/