Abstract: | Sharpe has shown that full operator-stable distributions μ on Rn are infinitely divisible and for a suitable automorphism B depending on μ satisfy the relation for all t > 0. B is called an exponent for μ. It is proved here that if an operator-stable distribution on Rn has n linearly independent univariate stable marginals, then its exponents are semi-simple operators. In addition necessary and sufficient conditions are given for such a distribution on R2 to have univariate stable marginals. The proofs use a hitherto unpublished result of Sharpe's that all full operator-stable distributions are absolutely continuous. His proof is provided here. |