Research output: Contribution to journal › Article › peer-review
Distribution density of the norm of a stable vector. / Lifshits, M. A.
In: Journal of Soviet Mathematics, Vol. 43, No. 6, 01.12.1988, p. 2810-2817.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Distribution density of the norm of a stable vector
AU - Lifshits, M. A.
PY - 1988/12/1
Y1 - 1988/12/1
N2 - Let B be a Banach space, X be a stable B -valued random vector with exponent d∈(0,2), and P(·) 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 d∈(1,2) with unbounded P and prove that if X is a nondegenerate strictly stable vector with exponent d∈(0,1), then P is bounded.
AB - Let B be a Banach space, X be a stable B -valued random vector with exponent d∈(0,2), and P(·) 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 d∈(1,2) with unbounded P and prove that if X is a nondegenerate strictly stable vector with exponent d∈(0,1), then P is bounded.
UR - http://www.scopus.com/inward/record.url?scp=34250089927&partnerID=8YFLogxK
U2 - 10.1007/BF01129895
DO - 10.1007/BF01129895
M3 - Article
AN - SCOPUS:34250089927
VL - 43
SP - 2810
EP - 2817
JO - Journal of Mathematical Sciences
JF - Journal of Mathematical Sciences
SN - 1072-3374
IS - 6
ER -
ID: 43812033