Anderson, Dale N. - In: Statistics & Probability Letters 14 (1992) 4, pp. 333-336
We propose a definition of a multivariate Linnik distribution based upon closure under geometric compounding. The characteristic function of the multivariate Linnik model is 1/(1 + ([summation operator]mi = 1s'[Omega]is)[alpha]/2, where 0 [alpha] [less-than-or-equals, slant] 2, the [Omega]i's...