AbstractLet (X1,X2) be an α-stable random vector with 0 < α < 2, not necessarily symmetric. Its distribution is characterized by a finite measure Γ on the unit circle called the spectral measure. It is known that if Γ satisfies some integrability condition then the conditional moment E[∥X2∥p∥X1] can exist for some values of p greater than α. This paper provides a sufficient condition on Γ for the existence of the conditional moment E[∥X2∥p∥X1] involving the maximal range of possible p's, namely p < 2α + 1
Abstract We consider the moment space M n corresponding to p × p real or complex matrix measures def...
We derive the joint probability distribution of the first two spectral moments for the Gaussian β-en...
with 1 < a < 2 and spectral measure r, we find a necessary and sufficient condition in terms o...
AbstractLet (X1, X2) be a symmetric α-stable random vector with 0 < α < 2. Its distribution is chara...
AbstractLet (X1,X2) be an α-stable random vector with 0 < α < 2, not necessarily symmetric. Its dist...
Let (X1,X2) be an [alpha]-stable random vector with 0Stable distributions Stable random vectors Symm...
AbstractLet (X1, X2) be a symmetric α-stable random vector with 0 < α < 2. Its distribution is chara...
AbstractJointly α-stable random variables with index 0 < α < 2 have only finite moments of order les...
The dependence structure of a max-stable random vector is characterized by its spectral measure. Usi...
Let X(t) be a Gaussian random field R d → R. Using the notion of (d − 1)-integral geometric measures...
Let X(t) be a Gaussian random field R d → R. Using the notion of (d − 1)-integral geometric measures...
25 pagesInternational audienceWe study some connections between the random moment problem and the ra...
25 pagesInternational audienceWe study some connections between the random moment problem and the ra...
25 pagesInternational audienceWe study some connections between the random moment problem and the ra...
25 pagesInternational audienceWe study some connections between the random moment problem and the ra...
Abstract We consider the moment space M n corresponding to p × p real or complex matrix measures def...
We derive the joint probability distribution of the first two spectral moments for the Gaussian β-en...
with 1 < a < 2 and spectral measure r, we find a necessary and sufficient condition in terms o...
AbstractLet (X1, X2) be a symmetric α-stable random vector with 0 < α < 2. Its distribution is chara...
AbstractLet (X1,X2) be an α-stable random vector with 0 < α < 2, not necessarily symmetric. Its dist...
Let (X1,X2) be an [alpha]-stable random vector with 0Stable distributions Stable random vectors Symm...
AbstractLet (X1, X2) be a symmetric α-stable random vector with 0 < α < 2. Its distribution is chara...
AbstractJointly α-stable random variables with index 0 < α < 2 have only finite moments of order les...
The dependence structure of a max-stable random vector is characterized by its spectral measure. Usi...
Let X(t) be a Gaussian random field R d → R. Using the notion of (d − 1)-integral geometric measures...
Let X(t) be a Gaussian random field R d → R. Using the notion of (d − 1)-integral geometric measures...
25 pagesInternational audienceWe study some connections between the random moment problem and the ra...
25 pagesInternational audienceWe study some connections between the random moment problem and the ra...
25 pagesInternational audienceWe study some connections between the random moment problem and the ra...
25 pagesInternational audienceWe study some connections between the random moment problem and the ra...
Abstract We consider the moment space M n corresponding to p × p real or complex matrix measures def...
We derive the joint probability distribution of the first two spectral moments for the Gaussian β-en...
with 1 < a < 2 and spectral measure r, we find a necessary and sufficient condition in terms o...