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WROCŁAW UNIVERSITY
OF SCIENCE AND
TECHNOLOGY

Contents of PMS, Vol. 10, Fasc. 2,
pages 257 - 270
 

A FORMULA FOR THE DENSITY OF THE NORM OF STABLE RANDOM VECTORS IN HILBERT SPACES

Tomasz Żak

Abstract: Let m be a symmetric p -stable measure on a Hilbert space H. The distribution function of the norm F (t) = m(x :||x|| < t) is absolutely continuous on (0, oo ). We prove an explicit formula for the density F'(t) and some of its consequences.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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