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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1967 Volume 12, Issue 3, Pages 559–562 (Mi tvp739)

This article is cited in 6 papers

Short Communications

On $M$-divisibility of stable laws of stable laws

V. M. Zolotarev

Moscow

Abstract: A one dimensional distribution $F$ is called $M$-infinitely divisible ($M$-i. d.) if there exists a sequence of integers $0<n_1<n_2<\dots$ such that for every $n_j$ it equal to the distribution of the product of some $n_j$ independent identically distributed random variables.
It is shown that the stable laws with parameters ($\alpha<1$, $\gamma=0$), ($\alpha=1$, $\beta=0$), ($\alpha>1$, $\gamma=0$, $\beta=0$) are $M$-i. d. but the stable laws with parameters ($\alpha>1$, $\gamma=0$, $\beta\ne0$) are not $M$-i. d.

Received: 24.01.1967


 English version:
Theory of Probability and its Applications, 1967, 12:3, 506–508

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