PROBABILITY LAWS WITH 1-STABLE MARGINALS ARE 1-STABLE
成果类型：
Article
署名作者：
SAMORODNITSKY, G; TAQQU, MS
署名单位：
Boston University
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176990235
发表日期：
1991
页码：
1777-1780
关键词：
摘要：
We show that if X = (X1,..., X(d)) is a vector in R(d) and all linear combinations SIGMA-i = 1(d)C(i)X(i) are 1-stable random variables, then X is itself 1-stable. More generally, a probability measure-mu on a vector space whose univariate marginals are 1-stable is itself 1-stable. This settles an outstanding problem of Dudley and Kanter.