On the stability of one characterization of the stable distributions
As early as 1923, Georg P6lya 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 combination...
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Main Authors: | Olga Yanushkevichiene, Romanas Yanushkevichius |
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Format: | Article |
Language: | English |
Published: |
Vilnius University Press
2001-12-01
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Series: | Lietuvos Matematikos Rinkinys |
Online Access: | https://www.zurnalai.vu.lt/LMR/article/view/34743 |
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