An Analogue of the LÉvy-CramÉr Theorem for Multi-Dimensional Rayleigh Distributions

Thu Nguyen

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arXiv · 0907.5035

An Analogue of the LÉvy-CramÉr Theorem for Multi-Dimensional Rayleigh Distributions

Thu Nguyen

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Abstract

In the present paper we prove that every k-dimensional Cartesian product of Kingman convolutions can be embedded into a k-dimensional symmetric convolution (k=1, 2, ...) and obtain an analogue of the Cramér-Lévy theorem for multi-dimensional Rayleigh distributions.

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Thu Nguyen. 2010-01-24. An Analogue of the LÉvy-CramÉr Theorem for Multi-Dimensional Rayleigh Distributions. https://arxiv.org/abs/0907.5035

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