• Title of article

    Complex Stable Sums of Complex Stable Random Variables

  • Author/Authors

    Hudson، نويسنده , , William N. and Veeh، نويسنده , , Jerry Alan، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2001
  • Pages
    10
  • From page
    229
  • To page
    238
  • Abstract
    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.
  • Keywords
    operator stable probability measures , complex Gaussian random variables , infinitely divisible probability measures , complex stable random variables
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2001
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1557706