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.

引用

页码：229 / 238

页数：10

共 50 条

[31] Integer valued stable random variables
Klebanov, Lev B.
Slamova, Lenka
STATISTICS & PROBABILITY LETTERS, 2013, 83 (06) : 1513 - 1519
[32] Laplace Transform for Stable Random Variables
Chen, Hailong
Zhang, Yan
2015 3RD INTERNATIONAL CONFERENCE ON COMPUTER AND COMPUTING SCIENCE (COMCOMS), 2016, : 32 - 36
[33] On simulating truncated stable random variables
Mahdi Teimouri
Saralees Nadarajah
Computational Statistics, 2013, 28 : 2367 - 2377
[34] Stable random variables: Convolution and reliability
Otiniano, C. E. G.
Sousa, T. R.
Rathie, P. N.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2013, 242 : 1 - 11
[35] On simulating truncated stable random variables
Teimouri, Mahdi
Nadarajah, Saralees
COMPUTATIONAL STATISTICS, 2013, 28 (05) : 2367 - 2377
[36] ASSOCIATION OF STABLE RANDOM-VARIABLES
LEE, MLT
RACHEV, ST
SAMORODNITSKY, G
ANNALS OF PROBABILITY, 1990, 18 (04): : 1759 - 1764
[37] ON THE ASYMPTOTIC-BEHAVIOR OF SUMS OF MULTIDIMENSIONALLY INDEXED SEMI-STABLE RANDOM-VARIABLES
ADLER, A
STOCHASTIC ANALYSIS AND APPLICATIONS, 1993, 11 (01) : 1 - 10
[38] ON APPROXIMATION OF DISTRIBUTIONS OF SUMS OF INDEPENDENT RANDOM B-VALUED VARIABLES BY STABLE-DISTRIBUTIONS
PAULAUSKAS, VI
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1979, 24 (01) : 224 - 225
[39] STABLE COMPLEX MANIFOLDS
BRENDER, A
BULLETIN OF THE AMERICAN MATHEMATICAL SOCIETY, 1966, 72 (06) : 978 - &
[40] A STABLE COMPLEX OF HEPTAFULVENE
EHNTHOLT, DJ
EMERSON, GF
KERBER, RC
JOURNAL OF THE AMERICAN CHEMICAL SOCIETY, 1969, 91 (26) : 7547 - &

← 1 2 3 4 5 →