On a Multivariate Analog of the Zolotarev Problem

On a Multivariate Analog of the Zolotarev Problem

A generalized multivariate problem due to V. M. Zolotarev is considered. Some related results on geometric random sums and (multivariate) geometric stable distributions are extended to a more general case of “anisotropic” random summation where sums of independent random vectors with multivariate ra...

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Bibliographic Details
Main Authors: Yury Khokhlov, Victor Korolev
Format: Article
Language:English
Published: MDPI AG 2021-07-01
Series:Mathematics
Subjects:
characterization problems
multivariate geometric random sums
multivariate anisotropic geometric stable distributions
anisotropic multivariate Laplace distribution
anisotropic multivariate Linnik distribution
anisotropic multivariate Mittag–Leffler distribution
Online Access:https://www.mdpi.com/2227-7390/9/15/1728

Internet

https://www.mdpi.com/2227-7390/9/15/1728

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