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
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