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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2022 Volume 67, Issue 4, Pages 627–648 (Mi tvp5554)

This article is cited in 2 papers

Stable random variables with complex stability index, II

I. A. Alekseevab

a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
b Institute for Information Transmission Problems of the Russian Academy of Sciences (Kharkevich Institute), Moscow

Abstract: This paper, which is a continuation of [I. A. Alexeev, Theory Probab. Appl., 67 (2022), pp. 335–351], is concerned with $\alpha$-stable distributions with complex stability index $\alpha$. Sufficient conditions for membership in the domain of attraction of $\alpha$-stable random variables (r.v.'s) are given, and $\alpha$-stable Lévy processes and the corresponding semigroups of operators are constructed. Necessary and sufficient conditions are given for membership in the class of limit laws for sums of independent and identically distributed (i.i.d.) complex r.v.'s with complex normalization and centering.

Keywords: infinitely divisible distributions, operator-stable laws, limit theorems, stable distributions.

Received: 11.01.2022
Revised: 02.02.2022
Accepted: 07.02.2022

DOI: 10.4213/tvp5554


 English version:
Theory of Probability and its Applications, 2022, 67:4, 499–515

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© Steklov Math. Inst. of RAS, 2024