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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1987 Volume 158, Pages 105–114 (Mi znsl5378)

Distribution density of the norm of a stable vector

M. A. Lifshits


Abstract: Let $B$ be a Banach space, $X$ be a stable $B$-valued random vector with exponent $\alpha\in(0,2)$, a $p(\cdot)$, and $p(\cdot)$ be the distribution density of the norm of $X$. In this paper we study the question of the boundedness of $p$. In particular, we construct examples of a space $B$ with a symmetric stable vector $X$ with exponent $\alpha\in(1,2)$ with unbounded $p$ and prove that if $X$ is a nondegenerate strictly stable vector with exponent $\alpha\in(0,1)$, then $p$ is bounded.

UDC: 519.2



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