49

<P ALIGN=RIGHT><FONT SIZE=+4>49</FONT><P>

Probability laws with 1-stable marginals

Gennady Samorodnitsky
Murad S. Taqqu

Abstract:

We show that if is a vector in and all linear combinations are 1-stable random variables, then X is itself 1-stable. More generally, a probability measure on a vector space whose univariate marginals are 1-stable, is itself 1-stable. This settles an outstanding problem of Dudley and Kanter.