Centering problems for probability measures on finite dimensional vector spaces
Probability
2010-01-13 v1
Abstract
The paper deals with various centering problems for probability measures on finite dimensional vector spaces. We show that for every such measure there exists a vector satisfying for each symmetry of , generalizing thus Jurek's result obtained for full measures. An explicit form of the is given for infinitely divisible . The main result of the paper consists in the analysis of quasi-decomposable (operator-semistable and operator-stable) measures and finding conditions for the existence of a `universal centering' of such a measure to a strictly quasi-decomposable one.
Cite
@article{arxiv.1001.1963,
title = {Centering problems for probability measures on finite dimensional vector spaces},
author = {Andrzej Łuczak},
journal= {arXiv preprint arXiv:1001.1963},
year = {2010}
}