Journal of the
Korean Mathematical Society
JKMS

ISSN(Print) 0304-9914 ISSN(Online) 2234-3008

Article

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J. Korean Math. Soc. 1998; 35(3): 783-791

Printed September 1, 1998

Copyright © The Korean Mathematical Society.

Multivariate distributions with selfdecomposable projections

Ken-iti Sato

Abstract

A random vector $X$ on $\R^d$ with the following properties is constructed: the distribution of $X$ is infinitely divisible and not selfdecomposable, but every linear transformation of $X$ to a lower-dimensional space has a self\-decomposable distribution.

Keywords: selfdecomposable, infinitely divisible, stable

MSC numbers: 6.00E+08