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STABLE RANDOM VARIABLES WITH COMPLEX STABILITY INDEX, I

机译:具有复杂稳定性指数的稳定随机变量,I

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摘要

The present paper is the first part of a work on stable distributions with a complex stability index. We construct complex-valued random variables (r.v.'s) satisfying the usual stability condition but for a complex parameter alpha such that alpha - 1 < 1. We find the characteristic functions (ch.f.'s) of the r.v.'s thus obtained and prove that their distributions are infinitely divisible. It is also shown that the stability condition characterizes this class of stable r.v.'s.
机译:本文是具有复杂稳定性指数的稳定分布研究的第一部分。我们构造了满足通常稳定性条件的复值随机变量 (r.v.),但对于复参数 alpha,使得 |alpha - 1|< 1.我们找到了由此得到的 r.v. 的特征函数 (ch.f.'s),并证明了它们的分布是无限可整除的。还表明,稳定性条件是这类稳定房车的特征。

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