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Certain Probabilistic Aspects of Semistable Laws |
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| Authors: | Makoto Maejima Gennady Samorodnitsky |
| Institution: | (1) Department of Mathematics, Keio University, 3-14-1, Hiyoshi, Kohoku-ku, Yokohama, 223-8522, Japan;(2) School of Operations Research and Industrial Engineering and Department of Statistical Science, Cornell University, Ithaca, NY, 14853, U.S.A. |
| Abstract: | We study the extent to which the property of semistability of a random vector in 
d
is determined by semistability of its marginals, and the place of semistable laws within the family of type G and sub-stable laws. Similarities and differences between stable and semistable laws are discussed. |
| Keywords: | Semistable distribution type G distribution infinitely divisible distribution stable distribution |
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