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One-dimensional and multidimensional distributions of Pólya type. (English. Russian original) Zbl 0813.60013

Theory Probab. Math. Stat. 44, 29-35 (1992); translation from Teor. Veroyatn. Mat. Stat., Kiev 44, 31-40 (1991).
Author’s abstract: Properties of one-dimensional distributions with characteristic functions satisfying the condition of Pólya’s theorem are studied. A criterion is obtained for such distributions to be unimodal, some properties of their densities are studied, and a limit theorem is proved for them. A multidimensional analogue of Pólya’s theorem is presented.

MSC:

60E05 Probability distributions: general theory
60E10 Characteristic functions; other transforms
60E07 Infinitely divisible distributions; stable distributions