Geodesic
On $\mathbf R^+$-weakly stable distribution
Teoriâ veroâtnostej i ee primeneniâ, Tome 56 (2011) no. 1, pp. 197-202 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

Keywords: weakly stable distribution, $\ell_\alpha$-symmetric distribution, scale mixture, cancellable random vectors.
Mots-clés : stable distribution 
@article{TVP_2011_56_1_a13,
     author = {G. Mazurkiewicz},
     title = {On $\mathbf R^+$-weakly stable distribution},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {197--202},
     year = {2011},
     volume = {56},
     number = {1},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_2011_56_1_a13/}
}
TY  - JOUR
AU  - G. Mazurkiewicz
TI  - On $\mathbf R^+$-weakly stable distribution
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2011
SP  - 197
EP  - 202
VL  - 56
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/TVP_2011_56_1_a13/
LA  - en
ID  - TVP_2011_56_1_a13
ER  - 
%0 Journal Article
%A G. Mazurkiewicz
%T On $\mathbf R^+$-weakly stable distribution
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2011
%P 197-202
%V 56
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_2011_56_1_a13/
%G en
%F TVP_2011_56_1_a13
G. Mazurkiewicz. On $\mathbf R^+$-weakly stable distribution. Teoriâ veroâtnostej i ee primeneniâ, Tome 56 (2011) no. 1, pp. 197-202. http://geodesic.mathdoc.fr/item/TVP_2011_56_1_a13/

[1] Cambanis S., Keener R., Simons G., “On $\alpha$-symmetric multivariate distributions”, J. Multivariate Anal., 13:2 (1983), 213–233 | DOI | MR | Zbl

[2] Kucharczak J., Urbanik K., “Quasi-stable functions”, Bull. Acad. Polon. Sci. Math., 22:3 (1974), 263–268 | MR | Zbl

[3] Kucharczak J., Urbanik K., “Transformations preserving weak stability”, Bull. Acad. Polon. Sci. Math., 34:7–8 (1986), 475–486 | MR | Zbl

[4] Lukach E., Kharakteristicheskie funktsii, Nauka, M., 1979, 423 pp.

[5] Mazurkiewicz G., “Weakly stable vectors and magic distribution of S. Cambanis, R. Keener and G. Simons”, Appl. Math. Sci. (Ruse), 1:17–20 (2007), 975–996 | MR | Zbl

[6] Misiewicz J. K., “Weak stability and generalized weak convolution for random vectors and stochastic processes”, IMS Lecture Notes Monogr. Ser., 48, 2006, 109–118 | MR | Zbl

[7] Misiewicz J. K., Oleszkiewicz K., Urbanik K., “Classes of measures closed under mixing and convolution. Weak stability”, Studia Math., 167:3 (2005), 195–213 | DOI | MR | Zbl

[8] Samorodnitsky G., Taqqu M. S., Stable Non-Gaussian Random Processes, Chapman Hall, New York, 1994, 632 pp. | MR

[9] Urbanik K., “Generalized convolutions”, Studia Math., 23 (1964), 217–245 | MR | Zbl

[10] Urbanik K., “Extreme point method in probability theory”, Lecture Notes in Math., 472, 1975, 169–194 | MR | Zbl

[11] Urbanik K., “Remarks on $\mathcal B$-stable probability distributions”, Bull. Acad. Polon. Sci. Math. Astronom. Phys., 24:9 (1976), 783–787 | MR | Zbl

[12] Volkovich V. E., “Mnogomernye $\mathcal B$-ustoichivye raspredeleniya i realizatsii obobschennykh svertok”, Problemy ustoichivosti stokhasticheskikh modelei, VNIISI, M., 1984, 40–54

[13] Volkovich V. E., “O bezgranichno delimykh raspredeleniyakh v algebrakh so stokhasticheskoi svertkoi”, Problemy ustoichivosti stokhasticheskikh modelei, VNIISI, M., 1985, 15–24

[14] Vol'kovich V., “On symmetric stochastic convolutions”, J. Theoret. Probab., 5:3 (1992), 417–430 | DOI | MR