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Zapiski Nauchnykh Seminarov LOMI, 1987, Volume 158, Pages 105–114
(Mi znsl5378)
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Distribution density of the norm of a stable vector
M. A. Lifshits
Abstract:
Let $B$ be a Banach space, $X$ be a stable $B$-valued random vector with exponent $\alpha\in(0,2)$, a $p(\cdot)$, and $p(\cdot)$ be the distribution density of the norm of $X$. In this paper we study the question of the boundedness of $p$. In particular, we construct examples of a space $B$ with a symmetric stable vector $X$ with exponent $\alpha\in(1,2)$ with unbounded $p$ and prove that if $X$ is a nondegenerate strictly stable vector with exponent $\alpha\in(0,1)$, then $p$ is bounded.
Citation:
M. A. Lifshits, “Distribution density of the norm of a stable vector”, Problems of the theory of probability distributions. Part X, Zap. Nauchn. Sem. LOMI, 158, "Nauka", Leningrad. Otdel., Leningrad, 1987, 105–114
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https://www.mathnet.ru/eng/znsl5378 https://www.mathnet.ru/eng/znsl/v158/p105
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Abstract page: | 113 | Full-text PDF : | 38 |
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