Properties of certain symmetric stable distributions |
| |
| Authors: | Grady Miller |
| |
| Institution: | U.S. Army Materiel Systems Analysis Activity, Aberdeen Proving Ground, Maryland USA |
| |
| Abstract: | Necessary and sufficient conditions are presented for jointly symmetric stable random vectors to be independent and for a regression involving symmetric stable random variables to be linear. The notion of n-fold dependence is introduced for symmetric stable random variables, and under this condition we determine all monomials in such random variables for which moments exist. |
| |
| Keywords: | 62H05 Multivariate symmetric stable distributions characteristic functions independence linear regression moments |
| 本文献已被 ScienceDirect 等数据库收录！ |
