A note on characterizations of multivariate stable distributions |
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| Authors: | Truc T. Nguyen Allan R. Sampson |
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| Affiliation: | (1) Department of Mathematies and Statistics, Bowling Green State University, 43403 Bowling Green, OH, U.S.A.;(2) Department of Mathematics and Statistics, University of Pittsburgh, 15260 Pittsburgh, PA, U.S.A. |
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| Abstract: | Several characterizations of multivariate stable distributions together with a characterization of multivariate normal distributions and multivariate stable distributions with Cauchy marginals are given. These are related to some standard characterizations of marcinkiewicz.Research supported, in part, by the Air Force Office of Scientific Research under Contract AFOSR 84-0113. Reproduction in whole or part is permitted for any purpose of the United States Government. |
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| Keywords: | Multivariate stable distributions Cauchy distribution normal distribution Marcinkiewicz theorem |
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