| Title |
Apie vieną stabiliųjų dėsnių charakterizaciją ir jos stabilumo įvertį / |
| Another Title |
On the stability of one characterization of the stable distributions. |
| Authors |
Januškevičienė, Olga ; Januškevičius, Romanas |
| DOI |
10.15388/LMR.2001.34743 |
| Full Text |
|
| Is Part of |
Lietuvos matematikos rinkinys. 2001, T. 41, spec, Nr, p. 626-631.. ISSN 0132-2818 |
| Abstract [eng] |
As early as 1923, Georg Pólya wrote: "The Gaussian error law possesses the property that it remains valid under a linear combination of errors. The Gaussian error law can be characterized by this property to some extent - it is the only law that admits steadiness with respect to linear combinations of errors". The idea of using linear combinations of i.i.d. random variables to characterize the stable distributions has been extended by P. Lévy. We investigate the stability of this characterization. |
| Type |
Journal article |
| Language |
Lithuanian |
| Publication date |
2001 |
| CC license |
|
