Journal of the
Korean Mathematical Society
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ISSN(Print) 0304-9914 ISSN(Online) 2234-3008

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J. Korean Math. Soc. 2001; 38(1): 101-123

Printed January 1, 2001

Copyright © The Korean Mathematical Society.

Characterization of strictly operator semi-stable distributions

Gyeong Suk Choi

Kangwon National University

Abstract

For a linear operator $Q$ from $R^d$ into $R^d$ and $0$ $<$ $b$ $<1$, the $(Q,b)$-semi-stability and the strict $(Q, b)$-semi-stability of probability measures on $R^d$ are defined. The $(Q,b)$-semi-stability is an extension of operator stability with exponent $Q$ on one hand and of semi-stability with index $\alpha$ and parameter $b$ on the other. Characterization of strictly $(Q,b)$-semi-stable distributions among $(Q,b)$-semi-stable distributions is made. Existence of $(Q,b)$-semi-stable distributions which are not translation of strictly $(Q,b)$-semi-stable distribution is discussed.

Keywords: infinite divisibility, operator semi-stability, semi-stability, operator stabi1ity

MSC numbers: 6.00E+08

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