- Tytuł:
- About the density of spectral measure of the two-dimensional SaS random vector
- Autorzy:
-
Borowiecka-Olszewska, Marta
Misiewicz, Jolanta - Powiązania:
- https://bibliotekanauki.pl/articles/729784.pdf
- Data publikacji:
- 2003
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
stable
sub-stable
maximal stable random vector
spectral measure - Opis:
- In this paper, we consider a symmetric α-stable p-sub-stable two-dimensional random vector. Our purpose is to show when the function $exp{-(|a|p + |b|p)^{α/p}}$ is a characteristic function of such a vector for some p and α. The solution of this problem we can find in [3], in the language of isometric embeddings of Banach spaces. Our proof is based on simple properties of stable distributions and some characterization given in [4].
- Źródło:
-
Discussiones Mathematicae Probability and Statistics; 2003, 23, 1; 77-81
1509-9423 - Pojawia się w:
- Discussiones Mathematicae Probability and Statistics
- Dostawca treści:
- Biblioteka Nauki
Artykuł