On symmetric stable random variables and matrix transposition

Catherine Donati-Martin; Shiqi Song; Marc Yor

Annales de l'I.H.P. Probabilités et statistiques (1994)

  • Volume: 30, Issue: 3, page 397-413
  • ISSN: 0246-0203

How to cite

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Donati-Martin, Catherine, Song, Shiqi, and Yor, Marc. "On symmetric stable random variables and matrix transposition." Annales de l'I.H.P. Probabilités et statistiques 30.3 (1994): 397-413. <http://eudml.org/doc/77488>.

@article{Donati1994,
author = {Donati-Martin, Catherine, Song, Shiqi, Yor, Marc},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {stable variables; matrix transposition; symmetric stable distribution},
language = {eng},
number = {3},
pages = {397-413},
publisher = {Gauthier-Villars},
title = {On symmetric stable random variables and matrix transposition},
url = {http://eudml.org/doc/77488},
volume = {30},
year = {1994},
}

TY - JOUR
AU - Donati-Martin, Catherine
AU - Song, Shiqi
AU - Yor, Marc
TI - On symmetric stable random variables and matrix transposition
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1994
PB - Gauthier-Villars
VL - 30
IS - 3
SP - 397
EP - 413
LA - eng
KW - stable variables; matrix transposition; symmetric stable distribution
UR - http://eudml.org/doc/77488
ER -

References

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  1. [1] J. Bretagnolle, D. Dacunha-Castelle and J.L. Krivine, Lois stables et espaces LP, Ann. Inst. Henri Poincaré, Vol. 2, 3, 1966, pp. 231-259. Zbl0139.33501MR203757
  2. [2] Y.S. Chow and H. Teicher, Probability Theory: Independence, Interchangeability, Martingales, Springer Verlag, 1978. Zbl0399.60001MR513230
  3. [3] C. Donati-Martin and M. Yor, Fubini's theorem for double Wiener integrals and the variance of the Brownian path., Ann. Inst. Henri Poincaré, Vol. 27, 2, 1991, pp. 181-200. Zbl0738.60074MR1118933
  4. [4] W. Feller, An Introduction to Probability Theory and its Applications, Vol. II, J. Wiley, 1966. Zbl0138.10207MR210154
  5. [5] J. Neveu, Bases Mathématiques du Calcul des Probabilités, Masson, 1970. Zbl0203.49901MR272004
  6. [6] M. Yor, Une explication du théorème de Ciesielski-Taylor, Ann. Inst. Henri. Poincaré, Vol. 27, 2, 1991, pp. 201-213. Zbl0743.60080MR1118934
  7. [7] C. Donati-Martin, S. Song and M. Yor, Symmetric stable processes, Fubini's theorem and some extensions of the Ciesielski-Taylor identities in law, Preprint, Laboratoire de Probabilités, Université Pierre-et-Marie Curie. To appear in Prob. Th. Rel. Fields, 1994. Zbl0831.60049
  8. [8] G. Letac, Isotropy and sphericity: some characterizations of the normal distribution, The Annals of Statistics, Vol. 9, 2, 1981, pp. 408-417. Zbl0462.62014MR606624
  9. [9] G. Letac and X. Milhaud, Une suite stationnaire et isotrope est sphérique, Zeit. für Wahr., 49, 1979, pp. 33-36. Zbl0388.60019MR539662
  10. [10] S.M. Berman, Stationarity, Isotropy and Sphericity in lp, Zeit. für Wahr., 54, 1980, pp. 21-23. Zbl0441.60012MR595475

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