A note on stability of multivariate distributions.

Wei-Bin Zeng

Stochastica (1992)

  • Volume: 13, Issue: 1, page 145-151
  • ISSN: 0210-7821

Abstract

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In this note we give an elementary proof of a characterization for stability of multivariate distributions by considering a functional equation.

How to cite

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Zeng, Wei-Bin. "A note on stability of multivariate distributions.." Stochastica 13.1 (1992): 145-151. <http://eudml.org/doc/39289>.

@article{Zeng1992,
abstract = {In this note we give an elementary proof of a characterization for stability of multivariate distributions by considering a functional equation.},
author = {Zeng, Wei-Bin},
journal = {Stochastica},
keywords = {Distribuciones multivariantes; Ecuación funcional de Cauchy; Estabilidad; characterization; Lau-Rao theorem; Shanbhag's lemma; Choquet-Deny theorem; multivariate stable distributions},
language = {eng},
number = {1},
pages = {145-151},
title = {A note on stability of multivariate distributions.},
url = {http://eudml.org/doc/39289},
volume = {13},
year = {1992},
}

TY - JOUR
AU - Zeng, Wei-Bin
TI - A note on stability of multivariate distributions.
JO - Stochastica
PY - 1992
VL - 13
IS - 1
SP - 145
EP - 151
AB - In this note we give an elementary proof of a characterization for stability of multivariate distributions by considering a functional equation.
LA - eng
KW - Distribuciones multivariantes; Ecuación funcional de Cauchy; Estabilidad; characterization; Lau-Rao theorem; Shanbhag's lemma; Choquet-Deny theorem; multivariate stable distributions
UR - http://eudml.org/doc/39289
ER -

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