COMPOSITION AND DECOMPOSITION OF MULTIDIMENSIONAL POLYNOMIAL-NORMAL DISTRIBUTION

J. Math. Sci. Univ. Tokyo
Vol. 14 (2007), No. 4, Page 511--530.

Maj, Monika; Pasternak-Winiarski, Zbigniew
COMPOSITION AND DECOMPOSITION OF MULTIDIMENSIONAL POLYNOMIAL-NORMAL DISTRIBUTION
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Abstract:
We show that the characteristic function of a $d$-dimensional polynomial-normal distribution $PND_{d}$ has only $PND_{d}$ factors.

Keywords: characteristic function, decomposition theorem, polynomial-normal distribution.

Mathematics Subject Classification (2000): 60E10.
Mathematical Reviews Number: MR2395998

Received: 2006-07-18