Let X's be i.i.d. random variables with common distribution F and let a's be a set of random variables independent of the X's and satisfying with probability one, where a is a positive constant. The class of distributions F with the property that the variable has the same distribution F as is determined. In particular, it is shown under some additional conditions that the above property characterizes the stable distribution with characteristic exponent a. The result follows from the solution to a general integral functional equation, which also provides some other characterization theorems. An analogous characterization theorem for the Weibull distribution is obtained using the property that has the same distribution F as
National audienceWeibull-tail random variables are defined as non-negative random variables whose ri...
AbstractSeveral characterizations of multivariate stable distribution are given based on identically...
We investigate analytical properties of free stable distributions and discover many connections with...
Let X's be i.i.d. random variables with common distribution F and let a's be a set of random variabl...
Let X's be i.i.d. random variables with common distribution F and let a's be a set of random variabl...
Let X's be i.i.d. random variables with common distribution F and let a's be a set of random variabl...
In this report we investigate theory of stable distributions and their role in probability theory. W...
A variety of result are presented in this paper. Some results are established concerning how behavio...
AbstractRandom variables X1 ,…, Xn are said to have a joint distribution with Weibull minimums after...
AbstractThis paper deals with multivariate stable distributions. Press has given an explicit algebra...
Random variables X1 ,..., Xn are said to have a joint distribution with Weibull minimums after arbit...
AbstractSeveral characterizations of multivariate stable distribution are given based on identically...
National audienceWeibull-tail random variables are defined as non-negative random variables whose ri...
This paper deals with multivariate stable distributions. [6], 444-462]. We present counter-examples ...
First, here are three alternate, equivalent denitions of a stable distribu-tion: De nition 1 (taken ...
National audienceWeibull-tail random variables are defined as non-negative random variables whose ri...
AbstractSeveral characterizations of multivariate stable distribution are given based on identically...
We investigate analytical properties of free stable distributions and discover many connections with...
Let X's be i.i.d. random variables with common distribution F and let a's be a set of random variabl...
Let X's be i.i.d. random variables with common distribution F and let a's be a set of random variabl...
Let X's be i.i.d. random variables with common distribution F and let a's be a set of random variabl...
In this report we investigate theory of stable distributions and their role in probability theory. W...
A variety of result are presented in this paper. Some results are established concerning how behavio...
AbstractRandom variables X1 ,…, Xn are said to have a joint distribution with Weibull minimums after...
AbstractThis paper deals with multivariate stable distributions. Press has given an explicit algebra...
Random variables X1 ,..., Xn are said to have a joint distribution with Weibull minimums after arbit...
AbstractSeveral characterizations of multivariate stable distribution are given based on identically...
National audienceWeibull-tail random variables are defined as non-negative random variables whose ri...
This paper deals with multivariate stable distributions. [6], 444-462]. We present counter-examples ...
First, here are three alternate, equivalent denitions of a stable distribu-tion: De nition 1 (taken ...
National audienceWeibull-tail random variables are defined as non-negative random variables whose ri...
AbstractSeveral characterizations of multivariate stable distribution are given based on identically...
We investigate analytical properties of free stable distributions and discover many connections with...