Operator-Stable Laws: Multiple Exponents and Elliptical Symmetry

John P. Holmes, William N. Hudson, Jesse David Mason · The Annals of Probability · 1982

We characterize the class of linear operators on a finite dimensional inner product space which are the exponents of a full operator-stable law. This answers a question of Paulauskas [6] concerning those operator-stable laws whose characteristic functions are the exponential of quadratic forms. The symmetry group of such laws must be conjugate to the group of all orthogonal transformations on the space.

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