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Operator-stable distributions and stable marginals
Authors:William N Hudson
Institution:Auburn University USA
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 μt = μt?B 1 δ(b(t)) 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 The proofs use a hitherto unpublished result of Sharpe's that all full operator-stable distributions are absolutely continuous.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.
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