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Complex Stable Sums of Complex Stable Random Variables |
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| Authors: | William N Hudson Jerry Alan Veeh |
| Institution: | Auburn University |
| Abstract: | A definition of complex stable random variables is presented which includes earlier definitions as special cases. The class of complex stable random variables is characterized and is shown to be a subclass of the operator stable random variables. The exact conditions under which a sum of independent complex stable random variables is again complex stable are also found. |
| Keywords: | complex Gaussian random variables complex stable random variables operator stable probability measures infinitely divisible probability measures |
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