On a characterization of symmetric stable processes |
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| Authors: | B L S Prakasa Rao B Ramachandran |
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| Institution: | 1. Indian Statistical Institute, 7, S.J.S. Sansanwal Marg., 110016, New Delhi, India
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| Abstract: | A characterization theorem for symmetric stable processes is proved, extending earlier results of Lukacs and Dugue on characterization of symmetric stable distributions and Gaussian distributions, respectively, using a theorem due to Deny on the convolution equation μ=μ * σ. |
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