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WROCŁAW UNIVERSITY
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TECHNOLOGY

Contents of PMS, Vol. 18, Fasc. 1,
pages 173 - 183
 

INDEPENDENT MARGINALS OF OPERATOR-SEMISTABLE AND OPERATOR-STABLE PROBABILITY MEASURES

Andrzej Łuczak

Abstract: We investigate independent marginals of full operator-semistable and operator-stable probability measures on finite-dimensional vector spaces. In particular, it is shown that for purely Poissonian operator-semistable and operator-stable distributions their independent marginals have decomposability properties of the same kind. Operator-semistability and operator-stability of independent marginals of Gaussian measures are studied in detail, and a description of independent marginals of an arbitrary operator-semistable or operator-stable distribution is obtained.

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

Key words and phrases: -

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