Positive definite symmetric functions on finite-dimensional spaces II

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Abstract

Integral representations for the density functions of absolutely continuous α-symmetric random vectors are derived, and general methods for constructing new α-symmetric distributions are presented. An explicit formula, for determining the spectral measure of a symmetric stable random vector from its characteristic function, is obtained.

Original languageEnglish (US)
Pages (from-to)325-329
Number of pages5
JournalStatistics and Probability Letters
Volume3
Issue number6
DOIs
StatePublished - Oct 1985

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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