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Complex Stable Sums of Complex Stable Random Variables

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  • Hudson, William N.
  • Veeh, Jerry Alan

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.

Suggested Citation

  • Hudson, William N. & Veeh, Jerry Alan, 2001. "Complex Stable Sums of Complex Stable Random Variables," Journal of Multivariate Analysis, Elsevier, vol. 77(2), pages 229-238, May.
    • Handle: RePEc:eee:jmvana:v:77:y:2001:i:2:p:229-238
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    References listed on IDEAS

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    1. Hudson, William N. & Mason, J. David, 1981. "Operator-stable laws," Journal of Multivariate Analysis, Elsevier, vol. 11(3), pages 434-447, September.
    2. Hudson, William N., 1980. "Operator-stable distributions and stable marginals," Journal of Multivariate Analysis, Elsevier, vol. 10(1), pages 26-37, March.
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