Complex stable sums of complex stable random variables

被引：1
|
作者：
Hudson, WN [1 ]
Veeh, JA [1 ]
机构：
[1] Auburn Univ, Auburn, AL 36849 USA
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 2001年 / 77卷 / 02期
关键词：
complex Gaussian random variables; complex stable random variables; operator stable probability measures; infinitely divisible probability measures;
D O I：
10.1006/jmva.2000.1935
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A definition of complex stable random variables is presented which includes earlier definitions as special cases. The class of complex stable random variables is characterized and is shown to be a subclass of the operator stable random variables. The exact conditions under which a sum of independent complex stable random variables is again complex stable are also found. (C) 2001 Academic Press.
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页码：229 / 238
页数：10
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