Multivariate stable distribution

Multivariate stable distribution is a type of statistical distribution that is used to describe a set of related variables. It is called 'stable' because it does not change very much as the number of variables changes. To better explain this, imagine you have a bag of ten colorful balls. Each ball represents one of the variables in this set. The multivariate stable distribution is like a rule that tells you how many of each color ball should be in the bag. So if you start with one ball in the bag, the multivariate stable distribution tells you how to add other balls so that each color ball is the same percentage of the total number of balls. That way, no matter how many colors you have in the bag, each color will make up the same fraction of the total number of balls.