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

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