In
probability theory, the
stability of a
random variable is the property that a linear combination of two
independent copies of the variable has the same
distribution, up to
location and
scale parameters. The distributions of random variables having this property are said to be "stable distributions". Results available in probability theory show that all possible distributions having this property are members of a four-parameter family of distributions. The article on the
stable distribution describes this family together with some of the properties of these distributions.