Properties of Certain Symmetric Stable Distributions.
Abstract
Necessary and sufficient conditions are presented for jointly symmetric stable random vectors to be independent and for a regression involving symmetric stable random variables to be linear. The notion of n-fold dependence is introduced for symmetric stable random variables, and under this condition we determine all monomials in such random variables for which moments exist. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1977
- Accession Number
- ADA050374
Entities
People
- Grady W. Miller
Organizations
- University of North Carolina at Chapel Hill