Onα-Symmetric Multivariate Characteristic Functions

Ann-dimensional random vector is said to have anα-symmetric distribution,α>0, if its characteristic function is of the form((|u₁|^α+…+|u_n|^α)^1/α). We study the classesΦ_n(α) of all admissible functions: 0, ∞)→ . It is known that members ofΦ_n(2) andΦ_n(1) are scale mixtures of certain primitivesΩ_nandω_n, respectively, and we show thatω_nis obtained fromΩ_2n−1byn−1 successive integrations. Consequently, curious relations between 1- and 2- (or spherically) symmetric distributions arise. An analogue of Askey's criterion gives a partial solution to a question of D. St. P. Richards: If(0)=1,is continuous, lim_t→∞ (t)=0, and⁽²ⁿ⁻²⁾(t) is convex, thenΦ_n(1). The paper closes with various criteria for the unimodality of anα-symmetric distribution.