Sankhya: The Indian Journal of Statistics

1994, Volume 56, Series A, Pt. 3 , pp. 438-443

CONDITIONS FOR STABILITY OF LAWS WITH ALL PROJECTIONS STABLE

By

ARJUN K. GUPTA, TRUC T. NGUYEN, Bowling Green State University

and

WEI-BIN ZENG, University of Louisville

SUMMARY. In this paper we give the conditions for stability of an $n$-variate distribution, whose projection in any direction of $\Re^n$ is a univariate stable distribution.

AMS (1980) subject classification. Primary 62H05, secondary 60E07.

Key words and phrases. Multivariate stable distribution, characteristic function, characteristic exponent; projection.

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