6.9 Suppose Y: p 1, and define for 0 < 2, log y(t) =

6.9 Suppose Y: p × 1, and define for 0 < α ≤ 2, log φy(t) = ia(t) - γ (t)[1 +iβ(t)ω(1,α)], where ω(μ,α) is defined in (6.5.4); γ(t) ≡ and Ωj: p × p, m = 1, 2,...; β(t) ≡ ≤ 1; for α ≠ 1 1, a(t) ≡ a’t, and for α = 1, a(t) = a’t–γ(t),β(t)(2/ π) log lIg’tl, where a and g are arbitrary p-vectors. Is φy(t) a multivariate stable characteristic function?