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Sep 7, 2018 at 15:42 vote accept Shanks
Sep 7, 2018 at 15:16 comment added Iosif Pinelis @Shanks : No, it follows from my answer that such an understanding is not correct. I have added details on this.
Sep 7, 2018 at 15:12 history edited Iosif Pinelis CC BY-SA 4.0
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Sep 7, 2018 at 10:16 comment added Shanks This means my understandings are correct. Right? I understand that if $X_1$ and $X_2$ are operator-stable then $AX_1$ and $BX_2$ are also operator-stable as they are just affine transformations but have different densities. I am confused if they still sum to an operator-stable density. (I know that two operator-stable random vectors with exact same densities sum to a random vector with an operator-stable density.)
Aug 6, 2018 at 15:42 history edited Iosif Pinelis CC BY-SA 4.0
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Aug 6, 2018 at 15:35 history answered Iosif Pinelis CC BY-SA 4.0