Inversion formula for infinitely divisible distributions
نویسندگان
چکیده
منابع مشابه
Representation of infinitely divisible distributions on cones
We investigate infinitely divisible distributions on cones in Fréchet spaces. We show that every infinitely divisible distribution concentrated on a normal cone has the regular Lévy–Khintchine representation if and only if the cone is regular. These results are relevant to the study of multidimensional subordination.
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ژورنال
عنوان ژورنال: Russian Mathematical Surveys
سال: 2006
ISSN: 0036-0279,1468-4829
DOI: 10.1070/rm2006v061n04abeh004346