Existence of joint moments of stable random variables
β Scribed by Gennady Samorodnitsky; Murad S. Taqqu
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 339 KB
- Volume
- 10
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
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
For S= x i ! i , where (! i ) is a sequence of independent, symmetric random variables and (x i ) is a sequence of vectors in a normed space we give two methods of proving inequalities (E &S& p ) 1Γp C p, q (E &S& q ) 1Γq with the constants C p, q independent of the sequence (x i ). The methods depe