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Mathematics  2009 

An Analogue of the Lévy-Cramér Theorem for Multi-Dimensional Rayleigh Distributions

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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 Cram\'er-L\'evy theorem for multi-dimensional Rayleigh distributions.

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